+108.0%
HCA vs GGLL
+327.4%
-219.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -2.0% | +1.2% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | +3.0% | -4.0% | +6.9% | +3.2% |
| 3M | +13.0% | -15.5% | +28.5% | +13.7% |
| 6M | -20.3% | +7.6% | -27.9% | -21.2% |
| YTD | -8.2% | +2.0% | -10.2% | -9.1% |
| 1Y | +6.7% | +63.9% | -57.2% | +2.4% |
| 3Y | +60.4% | +239.7% | -179.3% | +38.8% |
| All | +108.0% | +327.4% | -219.4% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling