+129.4%
LITE vs GIS
-20.3%
+149.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.5% | +8.8% |
| 7D | -12.9% | +0.4% | -13.3% | -11.6% |
| 30D | -46.0% | +10.1% | -56.0% | -38.8% |
| 3M | -33.0% | -3.7% | -29.4% | -31.9% |
| 6M | -34.0% | +4.3% | -38.3% | -25.9% |
| YTD | +61.7% | -19.8% | +81.6% | +53.8% |
| All | +129.4% | -20.3% | +149.7% | +124.0% |
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 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