+205.6%
GLD vs LOW
+292.3%
-86.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.7% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -7.0% | +21.3% | -28.3% | -7.7% |
| 3M | -12.4% | +6.0% | -18.3% | -12.6% |
| 6M | -18.0% | +2.6% | -20.6% | -18.2% |
| YTD | -10.5% | -3.6% | -6.8% | -10.5% |
| 1Y | -8.1% | -1.0% | -7.1% | -8.2% |
| 3Y | +97.7% | +24.2% | +73.5% | +95.7% |
| 5Y | +103.4% | +6.3% | +97.1% | +101.6% |
| All | +205.6% | +292.3% | -86.7% | +196.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling