+562.5%
LITE vs GPC
+4.3%
+558.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.5% |
| 7D | +10.8% | +0.4% | +10.3% | +10.7% |
| 30D | -33.4% | -6.3% | -27.1% | -32.9% |
| 3M | -32.2% | -8.2% | -24.1% | -31.6% |
| 6M | -42.1% | +27.1% | -69.2% | -46.4% |
| YTD | +61.9% | +3.1% | +58.7% | +55.0% |
| 1Y | +163.0% | +0.1% | +162.9% | +154.9% |
| 3Y | +1,358.0% | +0.2% | +1,357.8% | +1,240.5% |
| All | +562.5% | +4.3% | +558.1% | +449.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling