+25.2%
GPN vs LII
+163.1%
-137.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.2% | -1.7% |
| 7D | -6.2% | +0.5% | -6.7% | -6.4% |
| 30D | +1.0% | -11.2% | +12.3% | +5.8% |
| 3M | +36.9% | -28.8% | +65.7% | +54.2% |
| 6M | +16.8% | -26.9% | +43.7% | +29.0% |
| YTD | +13.2% | -22.2% | +35.4% | +20.7% |
| 1Y | +1.4% | -32.0% | +33.4% | +14.3% |
| 3Y | -28.6% | -0.4% | -28.2% | -34.9% |
| 5Y | -47.0% | +22.4% | -69.4% | -57.7% |
| 10Y | +25.2% | +171.4% | -146.3% | -30.5% |
| All | +25.2% | +163.1% | -137.9% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling