-26.9%
GPN vs LEN
-28.8%
+1.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +3.0% |
| 7D | -3.5% | -7.8% | +4.2% | -0.8% |
| 30D | +3.1% | -11.0% | +14.2% | +7.3% |
| 3M | +42.3% | -12.8% | +55.1% | +48.6% |
| 6M | +20.9% | -20.2% | +41.1% | +29.6% |
| YTD | +15.2% | -23.0% | +38.2% | +23.9% |
| 1Y | +5.4% | -41.8% | +47.3% | +25.5% |
| All | -26.9% | -28.8% | +1.9% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling