+1,172.1%
LITE vs GPC
+1.0%
+1,171.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.6% |
| 7D | -35.9% | +1.6% | -37.5% | -35.9% |
| 30D | -51.5% | -2.1% | -49.4% | -51.5% |
| 3M | -35.7% | -6.8% | -28.9% | -35.7% |
| 6M | -43.0% | +18.6% | -61.6% | -44.4% |
| YTD | +46.1% | +2.7% | +43.4% | +42.6% |
| 1Y | +124.7% | +1.8% | +122.9% | +119.8% |
| 3Y | +1,172.1% | +1.1% | +1,171.0% | +989.0% |
| All | +1,172.1% | +1.0% | +1,171.1% | +989.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling