+50.4%
HCA vs GGLL
+247.9%
-197.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -2.8% | +1.9% | -4.7% | -2.9% |
| 30D | -2.7% | -9.7% | +7.0% | -2.4% |
| 3M | +11.5% | -18.0% | +29.5% | +11.9% |
| 6M | -24.3% | +15.3% | -39.5% | -24.7% |
| YTD | -13.6% | +2.2% | -15.8% | -13.9% |
| 1Y | -3.2% | +73.1% | -76.3% | -4.3% |
| 3Y | +50.4% | +242.7% | -192.3% | +42.7% |
| All | +50.4% | +247.9% | -197.5% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling