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  • LITE vs GFI✓SelectedUSD · GFILITE vs GFI performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.9%
GFI return
+1,956.9%
Excess return
+3,126.9%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+4.0%-1.6%+5.6%+4.1%
7D-1.5%+3.1%-4.7%-1.8%
30D+6.7%+27.1%-20.5%+4.8%
3M-6.8%+21.2%-27.9%-8.3%
6M+29.4%-4.5%+33.9%+29.2%
YTD+139.1%+11.7%+127.4%+136.2%
1Y+521.0%+46.0%+474.9%+507.0%
3Y+1,535.3%+309.6%+1,225.7%+1,427.5%
5Y+889.8%+506.0%+383.8%+804.3%
10Y+2,400.7%+1,009.2%+1,391.5%+2,211.0%
All+5,083.9%+1,956.9%+3,126.9%+5,254.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling