+118.6%
GLD vs LOW
+4.9%
+113.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +4.7% | +7.4% | -2.7% | +4.2% |
| 30D | -0.9% | +24.5% | -25.4% | -2.3% |
| 3M | -4.4% | +3.5% | -7.9% | -4.7% |
| 6M | -13.6% | -2.6% | -11.0% | -13.6% |
| YTD | -6.0% | -4.8% | -1.2% | -6.0% |
| 1Y | +1.8% | -0.8% | +2.6% | +1.6% |
| 3Y | +103.2% | +22.8% | +80.4% | +99.8% |
| All | +118.6% | +4.9% | +113.7% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling