+490.2%
HCA vs GPC
+87.0%
+403.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +2.9% | -1.8% | +4.7% | +3.7% |
| 30D | +2.4% | +0.1% | +2.3% | +2.2% |
| 3M | +13.0% | +37.4% | -24.3% | -2.6% |
| 6M | -21.4% | +25.4% | -46.8% | -29.7% |
| YTD | -9.5% | +12.2% | -21.6% | -16.0% |
| 1Y | +7.5% | -0.3% | +7.9% | +5.2% |
| 3Y | +57.6% | -1.6% | +59.2% | +47.1% |
| 5Y | +71.1% | +31.0% | +40.2% | +33.3% |
| All | +490.2% | +87.0% | +403.1% | +280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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