+2,520.1%
GPN vs LEN
+506.8%
+2,013.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.5% | -2.5% |
| 7D | -0.7% | -2.9% | +2.2% | 0.0% |
| 30D | +3.8% | -8.9% | +12.7% | +6.1% |
| 3M | +39.2% | -10.9% | +50.1% | +42.8% |
| 6M | +17.9% | -19.7% | +37.5% | +23.7% |
| YTD | +16.4% | -20.6% | +36.9% | +21.9% |
| 1Y | +3.6% | -42.4% | +46.1% | +16.9% |
| 3Y | -26.7% | -26.5% | -0.1% | -22.8% |
| 5Y | -44.8% | -10.9% | -33.8% | -45.1% |
| 10Y | +24.1% | +100.6% | -76.5% | -0.7% |
| All | +2,520.1% | +506.8% | +2,013.3% | +1,219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling