+490.8%
LITE vs GPC
+3.6%
+487.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +5.8% |
| 7D | -35.9% | +1.6% | -37.5% | -36.1% |
| 30D | -51.5% | -2.1% | -49.4% | -51.5% |
| 3M | -35.7% | -6.8% | -28.9% | -35.3% |
| 6M | -43.0% | +18.6% | -61.6% | -46.3% |
| YTD | +46.1% | +2.7% | +43.4% | +40.0% |
| 1Y | +124.7% | +1.8% | +122.9% | +115.9% |
| 3Y | +1,172.1% | +1.1% | +1,171.0% | +1,062.5% |
| All | +490.8% | +3.6% | +487.3% | +387.2% |
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