+71.1%
HCA vs GPC
+29.3%
+41.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +2.9% | -1.8% | +4.7% | +3.5% |
| 30D | +2.4% | +0.1% | +2.3% | +2.3% |
| 3M | +13.0% | +37.4% | -24.3% | +2.6% |
| 6M | -21.4% | +25.4% | -46.8% | -26.9% |
| YTD | -9.5% | +12.2% | -21.6% | -13.8% |
| 1Y | +7.5% | -0.3% | +7.9% | +6.2% |
| 3Y | +57.6% | -1.6% | +59.2% | +51.2% |
| 5Y | +71.1% | +31.0% | +40.2% | +28.8% |
| All | +71.1% | +29.3% | +41.8% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling