+1,402.3%
LITE vs GIS
-14.2%
+1,416.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +5.2% |
| 7D | -35.9% | +3.6% | -39.5% | -35.4% |
| 30D | -51.5% | +13.9% | -65.4% | -50.4% |
| 3M | -35.7% | +0.3% | -36.1% | -35.1% |
| 6M | -43.0% | +5.0% | -47.9% | -42.1% |
| YTD | +46.1% | -18.4% | +64.5% | +48.0% |
| 1Y | +124.7% | -17.4% | +142.2% | +127.4% |
| 3Y | +1,172.1% | -36.9% | +1,209.0% | +1,191.2% |
| 5Y | +477.0% | -30.4% | +507.4% | +460.5% |
| All | +1,402.3% | -14.2% | +1,416.5% | +1,299.0% |
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