+490.8%
LITE vs GIS
-30.4%
+521.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +4.2% |
| 7D | -35.9% | +3.6% | -39.5% | -34.2% |
| 30D | -51.5% | +13.9% | -65.4% | -47.0% |
| 3M | -35.7% | +0.3% | -36.1% | -33.6% |
| 6M | -43.0% | +5.0% | -47.9% | -38.8% |
| YTD | +46.1% | -18.4% | +64.5% | +44.4% |
| 1Y | +124.7% | -17.4% | +142.2% | +123.3% |
| 3Y | +1,172.1% | -36.9% | +1,209.0% | +1,090.4% |
| All | +490.8% | -30.4% | +521.2% | +427.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling