+53.1%
GPN vs LII
+172.8%
-119.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | +4.3% | -2.3% | +6.6% | +5.2% |
| 30D | +22.1% | -1.7% | +23.8% | +22.2% |
| 3M | +17.1% | -18.3% | +35.4% | +25.9% |
| 6M | +46.7% | -32.3% | +79.0% | +67.0% |
| YTD | +30.8% | -27.1% | +57.9% | +42.2% |
| 1Y | +31.5% | -27.2% | +58.7% | +42.8% |
| 3Y | -5.1% | -8.9% | +3.8% | -10.5% |
| 5Y | -18.1% | +19.7% | -37.8% | -34.6% |
| 10Y | +53.1% | +168.9% | -115.7% | -13.0% |
| All | +53.1% | +172.8% | -119.7% | -13.0% |
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 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