-43.0%
LITE vs GIS
+5.6%
-48.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +2.2% |
| 7D | -35.9% | +3.6% | -39.5% | -32.1% |
| 30D | -51.5% | +13.9% | -65.4% | -41.2% |
| 3M | -35.7% | +0.3% | -36.1% | -31.5% |
| 6M | -43.0% | +5.0% | -47.9% | -32.8% |
| All | -43.0% | +5.6% | -48.6% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling