+40.6%
GLW vs LOW
-0.5%
+41.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.5% | -13.3% | -4.9% |
| 7D | -9.5% | +15.6% | -25.1% | -8.1% |
| 30D | -25.5% | +28.6% | -54.1% | -24.3% |
| 3M | -25.6% | +5.8% | -31.4% | -24.1% |
| 6M | -25.5% | +3.8% | -29.3% | -22.8% |
| YTD | +36.4% | -2.8% | +39.2% | +40.5% |
| 1Y | +40.6% | -1.4% | +42.0% | +44.4% |
| All | +40.6% | -0.5% | +41.1% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling