-26.0%
GPN vs GGLL
+210.8%
-236.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.5% |
| 7D | -5.6% | +7.7% | -13.3% | -6.9% |
| 30D | +13.6% | -30.2% | +43.8% | +19.5% |
| 3M | -2.8% | -31.3% | +28.5% | +2.3% |
| 6M | +38.1% | -52.1% | +90.1% | +53.6% |
| YTD | +19.9% | -25.9% | +45.8% | +21.2% |
| 1Y | +23.4% | -8.5% | +31.9% | +18.9% |
| 3Y | -12.6% | +165.5% | -178.2% | -40.4% |
| All | -26.0% | +210.8% | -236.7% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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