+1,533.3%
LITE vs GLD
+205.3%
+1,328.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +10.2% |
| 7D | -12.9% | +4.9% | -17.8% | -14.0% |
| 30D | -46.0% | -1.3% | -44.7% | -45.8% |
| 3M | -33.0% | -4.8% | -28.3% | -32.2% |
| 6M | -34.0% | -12.5% | -21.5% | -32.2% |
| YTD | +61.7% | -4.2% | +66.0% | +63.3% |
| 1Y | +148.3% | +3.0% | +145.2% | +148.2% |
| 3Y | +1,408.5% | +109.1% | +1,299.4% | +1,262.7% |
| 5Y | +546.2% | +121.6% | +424.6% | +476.7% |
| 10Y | +1,533.3% | +212.2% | +1,321.1% | +1,467.2% |
| All | +1,533.3% | +205.3% | +1,328.0% | +1,467.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 10y: compounded portfolio wealth divided by compounded GLD 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…
10y analysis · Full analysis span regression · 6 months rolling