+148.1%
GGLL vs GPC
+2.3%
+145.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.2% |
| 7D | -1.3% | +1.7% | -3.0% | -1.6% |
| 30D | -36.3% | -2.3% | -33.9% | -36.0% |
| 3M | -42.7% | -4.5% | -38.2% | -42.2% |
| 6M | -53.1% | +21.6% | -74.6% | -55.4% |
| YTD | -32.1% | +4.0% | -36.1% | -33.9% |
| 1Y | -20.1% | +3.5% | -23.6% | -22.3% |
| All | +148.1% | +2.3% | +145.8% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling