+243.3%
HL vs GPC
+29.0%
+214.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.2% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | +21.4% | -0.4% | +21.8% | +21.6% |
| 3M | +37.4% | +39.2% | -1.7% | +23.7% |
| 6M | +0.4% | +18.2% | -17.8% | -5.5% |
| YTD | +6.7% | +12.1% | -5.4% | +1.9% |
| 1Y | +102.4% | -0.7% | +103.0% | +99.8% |
| 3Y | +417.4% | -1.7% | +419.1% | +397.4% |
| 5Y | +243.3% | +29.3% | +214.0% | +203.9% |
| All | +243.3% | +29.0% | +214.3% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling