+3.2%
GPN vs LEN
-41.0%
+44.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -4.6% | -4.8% | +0.2% | -3.2% |
| 30D | -0.3% | -6.6% | +6.3% | +1.8% |
| 3M | +35.4% | -15.7% | +51.1% | +41.5% |
| 6M | +21.7% | -16.6% | +38.3% | +26.7% |
| YTD | +14.9% | -21.3% | +36.2% | +19.4% |
| 1Y | +3.2% | -42.0% | +45.2% | +19.0% |
| All | +3.2% | -41.0% | +44.1% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling