+816.6%
GLD vs LOW
+918.7%
-102.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.5% | -1.7% | +1.2% | -0.5% |
| 30D | +4.4% | -7.0% | +11.4% | +4.3% |
| 3M | -1.1% | -0.9% | -0.2% | -1.1% |
| 6M | -13.8% | -20.1% | +6.3% | -14.0% |
| YTD | +2.6% | -13.9% | +16.5% | +2.5% |
| 1Y | +24.5% | -21.1% | +45.6% | +24.2% |
| 3Y | +125.8% | -6.6% | +132.5% | +126.0% |
| 5Y | +137.8% | +9.4% | +128.4% | +138.9% |
| 10Y | +221.4% | +220.5% | +0.9% | +237.7% |
| All | +816.6% | +918.7% | -102.1% | +942.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling