-24.6%
GPN vs LII
+6.0%
-30.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.5% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +5.8% | -12.6% | +18.4% | +9.9% |
| 3M | +37.0% | -24.4% | +61.4% | +46.6% |
| 6M | +20.1% | -28.7% | +48.9% | +30.3% |
| YTD | +20.4% | -19.1% | +39.6% | +23.9% |
| 1Y | +7.4% | -29.7% | +37.1% | +16.0% |
| All | -24.6% | +6.0% | -30.5% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling