+184.7%
GGLL vs GPC
-11.1%
+195.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.1% |
| 7D | -1.3% | +1.7% | -3.0% | -1.7% |
| 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% | -55.8% |
| YTD | -32.1% | +4.0% | -36.1% | -34.1% |
| 1Y | -20.1% | +3.5% | -23.6% | -22.5% |
| 3Y | +151.7% | +2.1% | +149.6% | +132.6% |
| All | +184.7% | -11.1% | +195.8% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling