+11,047.5%
LEN vs GPC
+2,071.6%
+8,976.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.2% |
| 7D | +2.1% | +1.6% | +0.5% | +1.1% |
| 30D | +16.6% | -2.1% | +18.6% | +18.0% |
| 3M | +5.3% | -6.8% | +12.1% | +10.7% |
| 6M | -0.8% | +18.6% | -19.4% | -13.4% |
| YTD | -11.7% | +2.7% | -14.4% | -16.0% |
| 1Y | -24.6% | +1.8% | -26.4% | -27.7% |
| 3Y | -18.7% | +1.1% | -19.7% | -25.1% |
| 5Y | -4.4% | +4.1% | -8.5% | -14.8% |
| 10Y | +152.2% | +88.2% | +64.0% | +34.2% |
| All | +11,047.5% | +2,071.6% | +8,976.0% | +1,761.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling