-18.7%
LEN vs GPC
+1.0%
-19.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.4% |
| 7D | +2.1% | +1.6% | +0.5% | +1.4% |
| 30D | +16.6% | -2.1% | +18.6% | +17.6% |
| 3M | +5.3% | -6.8% | +12.1% | +9.2% |
| 6M | -0.8% | +18.6% | -19.4% | -9.8% |
| YTD | -11.7% | +2.7% | -14.4% | -15.4% |
| 1Y | -24.6% | +1.8% | -26.4% | -27.3% |
| 3Y | -18.7% | +1.1% | -19.7% | -25.6% |
| All | -18.7% | +1.0% | -19.6% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling