+124.7%
LITE vs GFS
+8.5%
+116.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.5% | +0.3% |
| 7D | -35.9% | -7.8% | -28.1% | -30.5% |
| 30D | -51.5% | -19.7% | -31.9% | -41.4% |
| 3M | -35.7% | -23.1% | -12.6% | -19.0% |
| 6M | -43.0% | -46.4% | +3.4% | -5.4% |
| YTD | +46.1% | +11.0% | +35.1% | +20.7% |
| 1Y | +124.7% | +12.6% | +112.1% | +81.5% |
| All | +124.7% | +8.5% | +116.2% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling