+1,658.7%
HCA vs GPC
+315.5%
+1,343.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -3.1% | +1.2% | -4.3% | -3.6% |
| 30D | -1.1% | +6.0% | -7.1% | -3.9% |
| 3M | +12.2% | +42.6% | -30.5% | -5.6% |
| 6M | -25.3% | +22.8% | -48.1% | -32.9% |
| YTD | -12.9% | +15.5% | -28.4% | -20.5% |
| 1Y | -0.9% | +2.0% | -3.0% | -4.3% |
| 3Y | +47.6% | -1.4% | +49.1% | +37.6% |
| 5Y | +67.0% | +30.6% | +36.4% | +31.1% |
| 10Y | +471.4% | +80.6% | +390.8% | +260.1% |
| All | +1,658.7% | +315.5% | +1,343.2% | +531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling