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  • LITE vs GFI✓SelectedUSD · GFILITE vs GFI performance historyLatest closeAs of+11.04%09/08
Stock and ETF performance explorer

LITE vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,870.5%
GFI return
+317.3%
Excess return
+1,553.2%
Maximum drawdown
-50.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+11.0%-0.4%+11.5%+11.1%
7D+12.6%+5.7%+6.9%+11.0%
30D+9.9%+15.6%-5.7%+6.2%
3M+9.3%+31.5%-22.2%+1.9%
6M+75.2%-3.7%+78.9%+74.0%
YTD+165.5%+11.2%+154.2%+154.6%
1Y+555.0%+36.4%+518.6%+512.8%
3Y+1,870.5%+313.5%+1,556.9%+1,416.5%
All+1,870.5%+317.3%+1,553.2%+1,416.5%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling