+59.1%
HL vs GPC
+2,341.8%
-2,282.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | +1.5% | +1.2% | +0.3% | +1.1% |
| 30D | +25.1% | +6.0% | +19.1% | +22.9% |
| 3M | +22.9% | +42.6% | -19.7% | +9.5% |
| 6M | -4.9% | +22.8% | -27.7% | -11.4% |
| YTD | +7.8% | +15.5% | -7.6% | +2.1% |
| 1Y | +133.9% | +2.0% | +131.8% | +129.5% |
| 3Y | +380.9% | -1.4% | +382.3% | +364.2% |
| 5Y | +230.2% | +30.6% | +199.6% | +190.8% |
| 10Y | +265.6% | +80.6% | +185.0% | +182.3% |
| All | +59.1% | +2,341.8% | -2,282.7% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling