+1,563.7%
LITE vs GLD
+126.8%
+1,436.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +6.7% | +4.4% | +2.3% | +5.2% |
| 3M | -6.8% | -1.1% | -5.7% | -6.6% |
| 6M | +29.4% | -13.8% | +43.2% | +33.9% |
| YTD | +139.1% | +2.6% | +136.4% | +134.4% |
| 1Y | +521.0% | +24.5% | +496.5% | +479.6% |
| All | +1,563.7% | +126.8% | +1,436.9% | +1,113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling