+1,426.5%
LITE vs GIS
-40.4%
+1,466.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -5.3% |
| 7D | +22.6% | -8.1% | +30.6% | +14.4% |
| 30D | -36.8% | +5.3% | -42.1% | -32.5% |
| 3M | -33.0% | -10.5% | -22.5% | -35.9% |
| 6M | -37.1% | +1.8% | -38.9% | -32.5% |
| YTD | +69.5% | -22.9% | +92.4% | +55.1% |
| 1Y | +146.1% | -22.9% | +169.0% | +126.0% |
| All | +1,426.5% | -40.4% | +1,466.9% | +1,147.0% |
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 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