+2,487.0%
GPN vs LII
+5,527.7%
-3,040.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -4.6% | -6.3% | +1.7% | -2.4% |
| 30D | -0.3% | -13.0% | +12.8% | +4.5% |
| 3M | +35.4% | -29.0% | +64.5% | +50.0% |
| 6M | +21.7% | -27.7% | +49.3% | +33.0% |
| YTD | +14.9% | -24.2% | +39.1% | +23.0% |
| 1Y | +3.2% | -34.8% | +38.0% | +16.1% |
| 3Y | -27.1% | -4.2% | -22.9% | -29.8% |
| 5Y | -44.4% | +20.9% | -65.3% | -51.4% |
| 10Y | +27.0% | +164.4% | -137.4% | -16.0% |
| All | +2,487.0% | +5,527.7% | -3,040.7% | +560.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling