+195.8%
GGLL vs GPC
-10.3%
+206.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.9% |
| 7D | +6.3% | +0.8% | +5.5% | +6.2% |
| 30D | -35.1% | -1.1% | -34.0% | -35.0% |
| 3M | -37.7% | -6.6% | -31.0% | -36.7% |
| 6M | -54.1% | +22.2% | -76.3% | -56.9% |
| YTD | -29.4% | +5.1% | -34.5% | -31.7% |
| 1Y | -13.4% | +2.8% | -16.2% | -15.8% |
| 3Y | +158.3% | +2.4% | +156.0% | +138.9% |
| All | +195.8% | -10.3% | +206.1% | +175.7% |
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