+25.3%
GPN vs LEN
+108.0%
-82.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | -4.6% | -4.8% | +0.2% | -2.9% |
| 30D | -0.3% | -6.6% | +6.3% | +2.3% |
| 3M | +35.4% | -15.7% | +51.1% | +43.9% |
| 6M | +21.7% | -16.6% | +38.3% | +29.3% |
| YTD | +14.9% | -21.3% | +36.2% | +23.9% |
| 1Y | +3.2% | -42.0% | +45.2% | +24.8% |
| 3Y | -27.1% | -27.9% | +0.8% | -21.6% |
| 5Y | -44.4% | -10.7% | -33.7% | -46.7% |
| All | +25.3% | +108.0% | -82.7% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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