+25.3%
GPN vs LPLA
+1,251.7%
-1,226.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.0% |
| 7D | -4.6% | -1.5% | -3.0% | -4.0% |
| 30D | -0.3% | -6.0% | +5.7% | +2.1% |
| 3M | +35.4% | +24.0% | +11.4% | +23.8% |
| 6M | +21.7% | +17.0% | +4.7% | +13.1% |
| YTD | +14.9% | -0.7% | +15.6% | +13.1% |
| 1Y | +3.2% | +2.1% | +1.1% | -0.4% |
| 3Y | -27.1% | +48.7% | -75.8% | -42.0% |
| 5Y | -44.4% | +151.2% | -195.6% | -66.8% |
| All | +25.3% | +1,251.7% | -1,226.3% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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