+1,009.8%
LITE vs GFI
+521.0%
+488.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.5% | +11.1% |
| 7D | +12.6% | +5.7% | +6.9% | +11.6% |
| 30D | +9.9% | +15.6% | -5.7% | +7.7% |
| 3M | +9.3% | +31.5% | -22.2% | +4.8% |
| 6M | +75.2% | -3.7% | +78.9% | +74.3% |
| YTD | +165.5% | +11.2% | +154.2% | +159.5% |
| 1Y | +555.0% | +36.4% | +518.6% | +532.3% |
| 3Y | +1,870.5% | +313.5% | +1,556.9% | +1,697.4% |
| 5Y | +1,009.8% | +528.0% | +481.8% | +885.2% |
| All | +1,009.8% | +521.0% | +488.9% | +885.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling