+556.0%
LITE vs GFS
-17.5%
+573.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.5% | +2.3% |
| 7D | -35.9% | -7.8% | -28.1% | -32.5% |
| 30D | -51.5% | -19.7% | -31.9% | -45.1% |
| 3M | -35.7% | -23.1% | -12.6% | -25.1% |
| 6M | -43.0% | -46.4% | +3.4% | -19.7% |
| YTD | +46.1% | +11.0% | +35.1% | +47.5% |
| 1Y | +124.7% | +12.6% | +112.1% | +126.4% |
| 3Y | +1,172.1% | -24.9% | +1,197.0% | +1,344.2% |
| 5Y | +477.0% | -39.1% | +516.1% | +544.9% |
| All | +556.0% | -17.5% | +573.5% | +606.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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