+46.6%
GPN vs LII
+169.1%
-122.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.8% |
| 7D | -5.6% | +2.9% | -8.6% | -6.7% |
| 30D | +13.6% | +0.9% | +12.7% | +12.5% |
| 3M | -2.8% | -15.5% | +12.7% | +3.3% |
| 6M | +38.1% | -30.2% | +68.3% | +55.3% |
| YTD | +19.9% | -26.8% | +46.8% | +30.3% |
| 1Y | +23.4% | -25.3% | +48.7% | +32.6% |
| 3Y | -12.6% | -7.8% | -4.9% | -18.0% |
| 5Y | -26.6% | +17.0% | -43.6% | -40.7% |
| All | +46.6% | +169.1% | -122.5% | -18.3% |
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