-38.2%
LEN vs GPC
+0.2%
-38.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.2% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | -4.9% | +5.1% | -10.0% | -7.3% |
| 3M | -8.5% | +41.5% | -50.0% | -24.8% |
| 6M | -20.7% | +21.8% | -42.5% | -30.0% |
| YTD | -17.4% | +14.6% | -32.0% | -32.6% |
| 1Y | -38.2% | +1.3% | -39.5% | -43.4% |
| All | -38.2% | +0.2% | -38.4% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling