-18.2%
GPN vs GGLL
+194.0%
-212.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.0% |
| 7D | +3.7% | +5.1% | -1.4% | +2.7% |
| 30D | +23.6% | -35.5% | +59.1% | +31.9% |
| 3M | +18.3% | -39.2% | +57.4% | +27.2% |
| 6M | +47.8% | -54.4% | +102.2% | +65.7% |
| YTD | +32.6% | -29.8% | +62.4% | +35.4% |
| 1Y | +36.0% | -20.4% | +56.4% | +34.7% |
| 3Y | -3.9% | +149.7% | -153.6% | -33.6% |
| All | -18.2% | +194.0% | -212.2% | -50.4% |
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