+105.5%
HCA vs GGLL
+309.0%
-203.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.5% | +9.4% | +5.2% |
| 7D | +4.9% | -3.9% | +8.8% | +5.2% |
| 30D | +1.9% | -15.4% | +17.2% | +2.9% |
| 3M | +12.7% | -21.9% | +34.6% | +14.0% |
| 6M | -22.3% | +4.5% | -26.8% | -23.1% |
| YTD | -9.3% | -2.4% | -6.9% | -10.0% |
| 1Y | +2.7% | +57.8% | -55.1% | -1.2% |
| 3Y | +57.8% | +227.2% | -169.4% | +36.8% |
| All | +105.5% | +309.0% | -203.5% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling