+1,493.1%
LITE vs GIS
-16.9%
+1,510.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.1% |
| 7D | +10.8% | -3.4% | +14.1% | +10.2% |
| 30D | -33.4% | +6.9% | -40.3% | -32.4% |
| 3M | -32.2% | -10.1% | -22.1% | -32.4% |
| 6M | -42.1% | +5.9% | -48.0% | -41.4% |
| YTD | +61.9% | -21.1% | +83.0% | +63.1% |
| 1Y | +163.0% | -22.5% | +185.5% | +164.9% |
| 3Y | +1,358.0% | -39.0% | +1,397.0% | +1,370.8% |
| 5Y | +549.9% | -33.3% | +583.2% | +529.4% |
| All | +1,493.1% | -16.9% | +1,510.0% | +1,377.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling