+2,494.3%
GPN vs LII
+5,527.7%
-3,033.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -4.3% | -6.3% | +1.9% | -2.2% |
| 30D | 0.0% | -13.0% | +13.0% | +4.8% |
| 3M | +35.8% | -29.0% | +64.9% | +50.4% |
| 6M | +22.0% | -27.7% | +49.7% | +33.4% |
| YTD | +15.2% | -24.2% | +39.4% | +23.3% |
| 1Y | +3.5% | -34.8% | +38.3% | +16.4% |
| 3Y | -26.9% | -4.2% | -22.7% | -29.6% |
| 5Y | -44.2% | +20.9% | -65.1% | -51.3% |
| 10Y | +27.3% | +164.4% | -137.0% | -15.7% |
| All | +2,494.3% | +5,527.7% | -3,033.4% | +562.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded LII 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling