+48.5%
LLY vs GPN
+4.8%
+43.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.9% | -4.6% | +1.7% | -2.7% |
| 30D | -8.4% | -0.3% | -8.2% | -8.4% |
| 3M | -3.8% | +35.4% | -39.2% | -4.9% |
| 6M | +11.9% | +21.7% | -9.7% | +11.4% |
| YTD | +4.3% | +14.9% | -10.6% | +3.4% |
| 1Y | +48.5% | +3.2% | +45.3% | +49.9% |
| All | +48.5% | +4.8% | +43.7% | +49.9% |
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