+281.4%
HL vs GPC
+1.3%
+280.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.5% | -7.1% |
| 7D | +8.2% | +0.4% | +7.8% | +8.2% |
| 30D | -16.3% | -1.8% | -14.5% | -16.0% |
| 3M | -18.6% | -6.6% | -12.0% | -17.3% |
| 6M | -23.2% | +21.3% | -44.5% | -26.8% |
| YTD | -25.5% | +4.3% | -29.8% | -26.8% |
| 1Y | -4.8% | +3.3% | -8.0% | -6.1% |
| 3Y | +281.4% | +0.8% | +280.6% | +238.4% |
| All | +281.4% | +1.3% | +280.1% | +238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling