+76.2%
GGLL vs GPC
+1.0%
+75.2%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -4.8% | +1.2% | -6.0% | -5.0% |
| 30D | -13.7% | +6.0% | -19.7% | -14.6% |
| 3M | -21.9% | +42.6% | -64.5% | -27.1% |
| 6M | +11.7% | +22.8% | -11.1% | +5.0% |
| YTD | +2.3% | +15.5% | -13.2% | -0.8% |
| 1Y | +76.2% | +2.0% | +74.1% | +59.2% |
| All | +76.2% | +1.0% | +75.2% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling