+2,331.0%
LITE vs GPC
+80.7%
+2,250.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.6% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | +6.7% | +6.0% | +0.7% | +4.5% |
| 3M | -6.8% | +42.6% | -49.4% | -19.7% |
| 6M | +29.4% | +22.8% | +6.7% | +17.3% |
| YTD | +139.1% | +15.5% | +123.6% | +118.1% |
| 1Y | +521.0% | +2.0% | +518.9% | +496.7% |
| 3Y | +1,535.3% | -1.4% | +1,536.7% | +1,435.1% |
| 5Y | +889.8% | +30.6% | +859.2% | +698.5% |
| All | +2,331.0% | +80.7% | +2,250.3% | +1,686.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling