+2,772.9%
GPN vs LII
+5,293.3%
-2,520.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.4% |
| 7D | -1.9% | -1.2% | -0.7% | -1.6% |
| 30D | +18.9% | -2.0% | +20.9% | +19.1% |
| 3M | +13.8% | -20.2% | +34.1% | +22.1% |
| 6M | +42.3% | -32.5% | +74.8% | +59.2% |
| YTD | +27.6% | -27.4% | +55.0% | +37.8% |
| 1Y | +30.3% | -28.2% | +58.4% | +41.2% |
| 3Y | -5.8% | -7.2% | +1.4% | -8.5% |
| 5Y | -22.6% | +19.9% | -42.5% | -32.5% |
| 10Y | +42.6% | +168.6% | -126.1% | -6.5% |
| All | +2,772.9% | +5,293.3% | -2,520.4% | +640.0% |
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 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