+867.9%
GLW vs LOW
+225.8%
+642.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | +16.9% | -0.6% | +17.5% | +17.1% |
| 30D | +7.0% | -9.3% | +16.2% | +11.4% |
| 3M | -3.0% | -8.1% | +5.1% | -0.4% |
| 6M | +31.0% | -19.8% | +50.7% | +42.9% |
| YTD | +93.4% | -16.4% | +109.8% | +105.6% |
| 1Y | +134.7% | -24.7% | +159.4% | +161.4% |
| 3Y | +471.8% | -8.8% | +480.6% | +466.2% |
| 5Y | +394.5% | +7.8% | +386.7% | +337.7% |
| 10Y | +867.9% | +233.8% | +634.1% | +397.1% |
| All | +867.9% | +225.8% | +642.1% | +397.1% |
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 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