+124.7%
LITE vs GIS
-18.0%
+142.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +2.9% |
| 7D | -35.9% | +3.6% | -39.5% | -32.7% |
| 30D | -51.5% | +13.9% | -65.4% | -43.1% |
| 3M | -35.7% | +0.3% | -36.1% | -32.2% |
| 6M | -43.0% | +5.0% | -47.9% | -35.0% |
| YTD | +46.1% | -18.4% | +64.5% | +40.5% |
| 1Y | +124.7% | -17.4% | +142.2% | +124.9% |
| All | +124.7% | -18.0% | +142.8% | +124.9% |
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