+490.8%
LITE vs GLD
+118.6%
+372.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -35.9% | +4.7% | -40.6% | -37.1% |
| 30D | -51.5% | -0.9% | -50.6% | -51.3% |
| 3M | -35.7% | -4.4% | -31.3% | -34.7% |
| 6M | -43.0% | -13.6% | -29.4% | -40.7% |
| YTD | +46.1% | -6.0% | +52.1% | +48.3% |
| 1Y | +124.7% | +1.8% | +123.0% | +125.0% |
| 3Y | +1,172.1% | +103.2% | +1,068.9% | +1,009.9% |
| All | +490.8% | +118.6% | +372.2% | +398.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling