+210.8%
GGLL vs GPC
-11.9%
+222.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +7.7% | +0.4% | +7.2% | +7.5% |
| 30D | -30.2% | -6.3% | -23.9% | -29.2% |
| 3M | -31.3% | -8.2% | -23.1% | -29.9% |
| 6M | -52.1% | +27.1% | -79.2% | -55.5% |
| YTD | -25.9% | +3.1% | -29.0% | -27.9% |
| 1Y | -8.5% | +0.1% | -8.5% | -10.4% |
| 3Y | +165.5% | +0.2% | +165.3% | +146.9% |
| All | +210.8% | -11.9% | +222.7% | +191.0% |
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