+122.0%
HCA vs GPC
+0.2%
+121.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +6.1% | -6.3% | +12.4% | +7.2% |
| 3M | +21.4% | -8.2% | +29.6% | +23.0% |
| 6M | +17.2% | +27.1% | -9.9% | +13.0% |
| YTD | +7.5% | +3.1% | +4.3% | +6.0% |
| 1Y | +6.2% | +0.1% | +6.1% | +5.1% |
| 3Y | +122.0% | +0.2% | +121.8% | +106.9% |
| All | +122.0% | +0.2% | +121.8% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling