-26.7%
GPN vs GGLL
+247.9%
-274.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -0.7% | +1.9% | -2.6% | -1.0% |
| 30D | +3.8% | -9.7% | +13.6% | +5.4% |
| 3M | +39.2% | -18.0% | +57.2% | +42.3% |
| 6M | +17.9% | +15.3% | +2.6% | +13.1% |
| YTD | +16.4% | +2.2% | +14.2% | +13.4% |
| 1Y | +3.6% | +73.1% | -69.5% | -8.8% |
| 3Y | -26.7% | +242.7% | -269.4% | -48.0% |
| All | -26.7% | +247.9% | -274.6% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling