+901.5%
LITE vs GLDM
+143.3%
+758.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +6.7% | +4.4% | +2.3% | +5.4% |
| 3M | -6.8% | -1.1% | -5.7% | -6.6% |
| 6M | +29.4% | -13.7% | +43.1% | +33.0% |
| YTD | +139.1% | +2.8% | +136.3% | +136.2% |
| 1Y | +521.0% | +24.8% | +496.1% | +493.3% |
| 3Y | +1,535.3% | +127.8% | +1,407.5% | +1,293.8% |
| All | +901.5% | +143.3% | +758.3% | +717.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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