+1,493.1%
LITE vs GFI
+1,288.5%
+204.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.5% |
| 7D | +10.8% | -8.7% | +19.5% | +11.9% |
| 30D | -33.4% | +0.6% | -34.0% | -33.6% |
| 3M | -32.2% | -7.5% | -24.8% | -31.9% |
| 6M | -42.1% | -18.3% | -23.8% | -41.2% |
| YTD | +61.9% | -13.8% | +75.7% | +63.0% |
| 1Y | +163.0% | -8.8% | +171.8% | +164.1% |
| 3Y | +1,358.0% | +215.8% | +1,142.2% | +1,233.2% |
| 5Y | +549.9% | +301.2% | +248.7% | +474.0% |
| All | +1,493.1% | +1,288.5% | +204.6% | +1,272.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling