+231.7%
LNG vs GPC
+29.3%
+202.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -4.5% | -1.8% | -2.7% | -4.2% |
| 30D | +4.7% | +0.1% | +4.6% | +4.7% |
| 3M | +15.1% | +37.4% | -22.2% | +9.5% |
| 6M | +13.6% | +25.4% | -11.9% | +9.3% |
| YTD | +44.0% | +12.2% | +31.8% | +40.8% |
| 1Y | +18.4% | -0.3% | +18.7% | +18.3% |
| 3Y | +75.9% | -1.6% | +77.5% | +72.8% |
| 5Y | +231.7% | +31.0% | +200.7% | +174.4% |
| All | +231.7% | +29.3% | +202.3% | +174.4% |
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 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