+188.6%
GGLL vs GPC
-12.3%
+200.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +3.1% | +1.6% | +1.5% | +2.7% |
| 30D | -36.3% | -2.1% | -34.2% | -36.1% |
| 3M | -40.4% | -6.8% | -33.6% | -39.4% |
| 6M | -54.6% | +18.6% | -73.2% | -57.0% |
| YTD | -31.1% | +2.7% | -33.8% | -33.0% |
| 1Y | -19.2% | +1.8% | -21.0% | -21.3% |
| 3Y | +151.5% | +1.1% | +150.5% | +133.0% |
| All | +188.6% | -12.3% | +200.9% | +170.6% |
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 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