+57.3%
LLY vs GPN
+20.6%
+36.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +0.8% |
| 7D | +10.1% | +15.0% | -4.9% | +8.8% |
| 30D | +24.0% | +16.9% | +7.1% | +22.5% |
| 3M | +27.3% | +9.2% | +18.1% | +26.1% |
| 6M | +47.0% | +34.7% | +12.2% | +44.6% |
| YTD | +32.6% | +25.4% | +7.2% | +30.1% |
| 1Y | +57.3% | +21.7% | +35.6% | +54.2% |
| All | +57.3% | +20.6% | +36.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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