+1,010.9%
GFI vs LPLA
+1,251.7%
-240.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.2% |
| 7D | -4.9% | -1.5% | -3.3% | -4.9% |
| 30D | +10.7% | -6.0% | +16.7% | +10.6% |
| 3M | +25.6% | +24.0% | +1.6% | +26.1% |
| 6M | -8.3% | +17.0% | -25.2% | -8.0% |
| YTD | +6.3% | -0.7% | +7.0% | +6.4% |
| 1Y | +22.1% | +2.1% | +20.0% | +22.3% |
| 3Y | +289.2% | +48.7% | +240.5% | +294.6% |
| 5Y | +531.7% | +151.2% | +380.4% | +539.4% |
| All | +1,010.9% | +1,251.7% | -240.8% | +1,130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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