-44.8%
GPN vs LII
+25.8%
-70.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.9% |
| 7D | -0.7% | +2.1% | -2.8% | -1.5% |
| 30D | +3.8% | -12.4% | +16.2% | +8.8% |
| 3M | +39.2% | -24.8% | +64.0% | +51.7% |
| 6M | +17.9% | -25.2% | +43.0% | +27.8% |
| YTD | +16.4% | -20.3% | +36.6% | +21.8% |
| 1Y | +3.6% | -32.9% | +36.6% | +16.4% |
| 3Y | -26.7% | +2.0% | -28.7% | -34.5% |
| 5Y | -44.8% | +24.4% | -69.2% | -58.5% |
| All | -44.8% | +25.8% | -70.6% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling