+1,658.7%
HCA vs GD
+572.8%
+1,085.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | 0.0% |
| 7D | -3.1% | -5.3% | +2.2% | 0.0% |
| 30D | -1.1% | -6.4% | +5.3% | +2.6% |
| 3M | +12.2% | +5.7% | +6.5% | +8.6% |
| 6M | -25.3% | -0.9% | -24.4% | -25.2% |
| YTD | -12.9% | +8.2% | -21.1% | -17.6% |
| 1Y | -0.9% | +13.4% | -14.4% | -9.1% |
| 3Y | +47.6% | +68.5% | -20.9% | +4.1% |
| 5Y | +67.0% | +97.2% | -30.2% | +5.4% |
| 10Y | +471.4% | +190.2% | +281.3% | +177.5% |
| All | +1,658.7% | +572.8% | +1,085.9% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling