+1,331.0%
LITE vs GFS
-20.7%
+1,351.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -2.0% |
| 7D | -13.9% | -5.3% | -8.6% | -9.5% |
| 30D | -46.9% | -15.8% | -31.1% | -39.6% |
| 3M | -28.0% | -18.6% | -9.4% | -16.0% |
| 6M | -35.2% | -45.0% | +9.8% | -2.0% |
| YTD | +58.9% | +16.8% | +42.1% | +50.5% |
| 1Y | +125.3% | +17.8% | +107.5% | +113.2% |
| All | +1,331.0% | -20.7% | +1,351.7% | +1,413.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling