+1,670.7%
LITE vs GPC
+78.6%
+1,592.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.8% | +11.4% | +10.9% |
| 7D | +3.4% | -2.1% | +5.5% | +4.2% |
| 30D | -34.9% | -4.5% | -30.4% | -34.2% |
| 3M | -21.0% | -7.7% | -13.3% | -19.7% |
| 6M | -38.5% | +24.3% | -62.8% | -44.9% |
| YTD | +75.8% | +3.5% | +72.4% | +64.9% |
| 1Y | +156.7% | +0.7% | +155.9% | +143.6% |
| 3Y | +1,498.6% | 0.0% | +1,498.6% | +1,360.4% |
| 5Y | +610.9% | +5.8% | +605.1% | +518.3% |
| 10Y | +1,670.7% | +75.8% | +1,594.9% | +1,173.3% |
| All | +1,670.7% | +78.6% | +1,592.1% | +1,173.3% |
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 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