+521.0%
LITE vs GPC
+0.2%
+520.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.1% |
| 7D | -1.5% | +0.4% | -2.0% | -1.4% |
| 30D | +6.7% | +5.1% | +1.5% | +8.8% |
| 3M | -6.8% | +41.5% | -48.3% | +2.7% |
| 6M | +29.4% | +21.8% | +7.6% | +38.0% |
| YTD | +139.1% | +14.6% | +124.5% | +141.1% |
| 1Y | +521.0% | +1.3% | +519.7% | +508.3% |
| All | +521.0% | +0.2% | +520.8% | +508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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