+550.0%
LNG vs GPC
+86.4%
+463.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -4.7% | -3.2% | -1.5% | -3.8% |
| 30D | +3.8% | +0.5% | +3.3% | +3.6% |
| 3M | +16.2% | +31.7% | -15.6% | +6.3% |
| 6M | +11.7% | +24.7% | -13.0% | +3.4% |
| YTD | +44.2% | +11.8% | +32.4% | +37.1% |
| 1Y | +18.6% | -3.0% | +21.5% | +17.8% |
| 3Y | +77.4% | -1.1% | +78.5% | +69.0% |
| 5Y | +232.3% | +30.5% | +201.8% | +177.2% |
| All | +550.0% | +86.4% | +463.6% | +358.4% |
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 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