+289.2%
GFI vs LPLA
+46.5%
+242.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +26.5% |
| 6M | -8.3% | +17.0% | -25.2% | -7.7% |
| YTD | +6.3% | -0.7% | +7.0% | +6.6% |
| 1Y | +22.1% | +2.1% | +20.0% | +23.0% |
| 3Y | +289.2% | +48.7% | +240.5% | +338.7% |
| All | +289.2% | +46.5% | +242.6% | +338.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling