-30.1%
GPN vs GGLL
+309.0%
-339.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -1.9% |
| 7D | -6.2% | -3.9% | -2.3% | -5.6% |
| 30D | +1.0% | -15.4% | +16.4% | +4.0% |
| 3M | +36.9% | -21.9% | +58.8% | +41.8% |
| 6M | +16.8% | +4.5% | +12.3% | +13.0% |
| YTD | +13.2% | -2.4% | +15.6% | +10.7% |
| 1Y | +1.4% | +57.8% | -56.4% | -11.5% |
| 3Y | -28.6% | +227.2% | -255.9% | -52.2% |
| All | -30.1% | +309.0% | -339.1% | -59.4% |
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