+356.3%
GFI vs LPLA
+1,273.0%
-916.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +4.7% | -1.5% | +6.2% | +4.6% |
| 30D | +14.4% | -6.0% | +20.4% | +14.2% |
| 3M | +32.5% | +21.4% | +11.1% | +33.4% |
| 6M | -7.2% | +12.1% | -19.2% | -6.7% |
| YTD | +10.9% | -1.8% | +12.7% | +10.9% |
| 1Y | +35.5% | +3.2% | +32.3% | +35.9% |
| 3Y | +312.1% | +45.9% | +266.2% | +321.8% |
| 5Y | +524.6% | +144.7% | +379.9% | +552.3% |
| 10Y | +1,092.7% | +1,222.4% | -129.7% | +1,284.2% |
| All | +356.3% | +1,273.0% | -916.7% | +431.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling