+1,321.8%
LITE vs GLD
+206.1%
+1,115.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.8% | -19.5% | -18.9% |
| 7D | -44.6% | +1.9% | -46.4% | -44.9% |
| 30D | -55.0% | -1.8% | -53.3% | -54.8% |
| 3M | -38.3% | -3.6% | -34.7% | -37.7% |
| 6M | -48.8% | -10.2% | -38.5% | -47.6% |
| YTD | +38.3% | -5.3% | +43.5% | +39.9% |
| 1Y | +119.0% | +2.5% | +116.5% | +119.3% |
| 3Y | +1,092.0% | +103.2% | +988.8% | +981.3% |
| 5Y | +446.1% | +121.1% | +325.0% | +388.3% |
| All | +1,321.8% | +206.1% | +1,115.6% | +1,261.6% |
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