+213.3%
GLD vs LOW
+224.9%
-11.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | +0.3% | -10.1% | +10.4% | +0.7% |
| 3M | +0.6% | -2.9% | +3.5% | +0.7% |
| 6M | -15.6% | -19.4% | +3.8% | -15.0% |
| YTD | +0.9% | -15.4% | +16.3% | +1.4% |
| 1Y | +19.4% | -24.9% | +44.3% | +20.4% |
| 3Y | +124.5% | -7.8% | +132.3% | +124.6% |
| 5Y | +138.9% | +8.4% | +130.5% | +137.3% |
| 10Y | +213.3% | +226.8% | -13.5% | +210.7% |
| All | +213.3% | +224.9% | -11.6% | +210.7% |
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