+7.5%
HCA vs GGLL
+60.5%
-52.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.9% | -5.8% | +8.7% | +3.3% |
| 30D | +2.4% | -7.2% | +9.6% | +2.8% |
| 3M | +13.0% | -17.5% | +30.6% | +13.8% |
| 6M | -21.4% | +5.1% | -26.4% | -22.3% |
| YTD | -9.5% | -1.3% | -8.1% | -10.4% |
| 1Y | +7.5% | +60.2% | -52.7% | +4.7% |
| All | +7.5% | +60.5% | -52.9% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling