+261.2%
HL vs GPC
+87.0%
+174.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -5.6% | -1.8% | -3.9% | -5.0% |
| 30D | +12.7% | +0.1% | +12.7% | +12.7% |
| 3M | +42.5% | +37.4% | +5.2% | +25.6% |
| 6M | -9.0% | +25.4% | -34.4% | -17.2% |
| YTD | +4.4% | +12.2% | -7.8% | -1.5% |
| 1Y | +82.7% | -0.3% | +83.0% | +79.9% |
| 3Y | +406.3% | -1.6% | +407.9% | +382.5% |
| 5Y | +238.2% | +31.0% | +207.2% | +182.1% |
| All | +261.2% | +87.0% | +174.2% | +167.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling