+217.5%
GGLL vs GPC
-12.3%
+229.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.7% |
| 7D | +11.5% | -1.3% | +12.8% | +11.9% |
| 30D | -31.2% | -6.0% | -25.2% | -30.3% |
| 3M | -28.7% | -7.6% | -21.0% | -27.4% |
| 6M | -47.2% | +24.2% | -71.4% | -50.7% |
| YTD | -24.3% | +2.7% | -27.0% | -26.3% |
| 1Y | -12.0% | +0.2% | -12.1% | -13.9% |
| 3Y | +169.6% | -0.8% | +170.4% | +151.5% |
| All | +217.5% | -12.3% | +229.7% | +197.6% |
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