+124.7%
LITE vs GLD
+1.5%
+123.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.1% |
| 7D | -35.9% | +4.7% | -40.6% | -37.8% |
| 30D | -51.5% | -0.9% | -50.6% | -51.2% |
| 3M | -35.7% | -4.4% | -31.3% | -34.0% |
| 6M | -43.0% | -13.6% | -29.4% | -39.0% |
| YTD | +46.1% | -6.0% | +52.1% | +28.8% |
| 1Y | +124.7% | +1.8% | +123.0% | +57.4% |
| All | +124.7% | +1.5% | +123.3% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling