+1,563.7%
LITE vs GIS
-33.1%
+1,596.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +2.2% |
| 7D | -1.5% | -7.8% | +6.3% | -7.2% |
| 30D | +6.7% | +6.6% | +0.1% | +12.3% |
| 3M | -6.8% | +21.0% | -27.7% | +8.8% |
| 6M | +29.4% | -9.1% | +38.5% | +28.5% |
| YTD | +139.1% | -13.6% | +152.7% | +131.6% |
| 1Y | +521.0% | -18.0% | +539.0% | +489.8% |
| All | +1,563.7% | -33.1% | +1,596.8% | +1,367.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling