+10,331.5%
LEN vs GPC
+2,341.8%
+7,989.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.8% |
| 7D | -3.2% | +1.2% | -4.4% | -4.0% |
| 30D | -4.9% | +6.0% | -10.9% | -8.7% |
| 3M | -8.5% | +42.6% | -51.1% | -30.0% |
| 6M | -20.7% | +22.8% | -43.4% | -32.5% |
| YTD | -17.4% | +15.5% | -32.9% | -27.6% |
| 1Y | -38.2% | +2.0% | -40.3% | -40.7% |
| 3Y | -24.9% | -1.4% | -23.4% | -29.7% |
| 5Y | -11.4% | +30.6% | -42.0% | -33.3% |
| 10Y | +110.0% | +80.6% | +29.4% | +16.0% |
| All | +10,331.5% | +2,341.8% | +7,989.7% | +1,503.5% |
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