+9.9%
HCA vs GGLL
-19.1%
+28.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +9.0% | +5.1% | +3.9% | +8.7% |
| 30D | +11.8% | -35.5% | +47.3% | +13.8% |
| 3M | +22.1% | -39.2% | +61.2% | +24.6% |
| 6M | +16.4% | -54.4% | +70.7% | +20.9% |
| YTD | +8.6% | -29.8% | +38.5% | +7.9% |
| All | +9.9% | -19.1% | +28.9% | +7.0% |
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