+1,499.9%
LITE vs GRMN
+651.6%
+848.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | -13.9% | +6.3% | -20.3% | -17.0% |
| 30D | -46.9% | +7.6% | -54.5% | -49.5% |
| 3M | -28.0% | -7.5% | -20.6% | -25.6% |
| 6M | -35.2% | +21.2% | -56.4% | -44.1% |
| YTD | +58.9% | +44.0% | +14.8% | +22.3% |
| 1Y | +125.3% | +44.7% | +80.6% | +73.3% |
| 3Y | +1,344.4% | +160.5% | +1,183.9% | +628.2% |
| 5Y | +541.2% | +124.6% | +416.5% | +251.3% |
| All | +1,499.9% | +651.6% | +848.3% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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