+57.7%
GEV vs LOW
-20.7%
+78.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +3.3% | -1.7% | +5.0% | +3.3% |
| 30D | -7.5% | -7.0% | -0.4% | -7.6% |
| 3M | -2.2% | -0.9% | -1.3% | -2.7% |
| 6M | +12.1% | -20.1% | +32.2% | +12.5% |
| YTD | +44.4% | -13.9% | +58.3% | +45.2% |
| 1Y | +57.7% | -21.1% | +78.8% | +41.3% |
| All | +57.7% | -20.7% | +78.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling