+125.3%
LITE vs GIS
-21.0%
+146.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -2.6% |
| 7D | -13.9% | +1.5% | -15.4% | -11.7% |
| 30D | -46.9% | +9.2% | -56.1% | -40.4% |
| 3M | -28.0% | -5.4% | -22.6% | -28.2% |
| 6M | -35.2% | +3.4% | -38.6% | -27.8% |
| YTD | +58.9% | -20.5% | +79.3% | +49.7% |
| 1Y | +125.3% | -20.0% | +145.3% | +118.1% |
| All | +125.3% | -21.0% | +146.3% | +118.1% |
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