+521.0%
LITE vs GFI
+45.3%
+475.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.6% |
| 7D | -1.5% | +3.1% | -4.7% | -2.9% |
| 30D | +6.7% | +27.1% | -20.5% | -3.6% |
| 3M | -6.8% | +21.2% | -27.9% | -14.9% |
| 6M | +29.4% | -4.5% | +33.9% | +29.9% |
| YTD | +139.1% | +11.7% | +127.4% | +107.5% |
| 1Y | +521.0% | +46.0% | +474.9% | +379.8% |
| All | +521.0% | +45.3% | +475.7% | +379.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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