+521.0%
LITE vs GIS
-18.7%
+539.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +1.6% |
| 7D | -1.5% | -7.8% | +6.3% | -9.0% |
| 30D | +6.7% | +6.6% | +0.1% | +14.2% |
| 3M | -6.8% | +21.0% | -27.7% | +13.8% |
| 6M | +29.4% | -9.1% | +38.5% | +28.4% |
| YTD | +139.1% | -13.6% | +152.7% | +129.3% |
| 1Y | +521.0% | -18.0% | +539.0% | +467.2% |
| All | +521.0% | -18.7% | +539.7% | +467.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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