+581.0%
LITE vs GGLL
+188.6%
+392.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.2% |
| 7D | -35.9% | +3.1% | -39.0% | -36.5% |
| 30D | -51.5% | -36.3% | -15.2% | -45.0% |
| 3M | -35.7% | -40.4% | +4.6% | -26.5% |
| 6M | -43.0% | -54.6% | +11.7% | -30.5% |
| YTD | +46.1% | -31.1% | +77.3% | +47.7% |
| 1Y | +124.7% | -19.2% | +143.9% | +114.2% |
| 3Y | +1,172.1% | +151.5% | +1,020.5% | +695.7% |
| All | +581.0% | +188.6% | +392.4% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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