+72.8%
HCA vs GFI
+524.1%
-451.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.6% | +1.4% |
| 7D | +5.4% | -4.9% | +10.3% | +5.8% |
| 30D | +3.0% | +10.7% | -7.8% | +2.3% |
| 3M | +13.0% | +25.6% | -12.6% | +11.1% |
| 6M | -20.3% | -8.3% | -12.0% | -20.2% |
| YTD | -8.2% | +6.3% | -14.5% | -9.5% |
| 1Y | +6.7% | +22.1% | -15.4% | +3.6% |
| 3Y | +60.4% | +289.2% | -228.8% | +37.5% |
| All | +72.8% | +524.1% | -451.3% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling