+212.2%
GLD vs LOW
+328.1%
-115.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.7% |
| 7D | +4.9% | +6.4% | -1.5% | +4.7% |
| 30D | -1.3% | +25.6% | -26.9% | -2.2% |
| 3M | -4.8% | +4.6% | -9.3% | -5.0% |
| 6M | -12.5% | +2.5% | -15.0% | -12.7% |
| YTD | -4.2% | -1.6% | -2.6% | -4.3% |
| 1Y | +3.0% | +1.7% | +1.3% | +2.8% |
| 3Y | +109.1% | +29.4% | +79.7% | +106.7% |
| 5Y | +121.6% | +9.6% | +112.0% | +119.3% |
| 10Y | +212.2% | +313.3% | -101.1% | +205.4% |
| All | +212.2% | +328.1% | -115.9% | +205.4% |
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