+526.0%
GLW vs LOW
+292.8%
+233.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | +7.7% | +1.4% | +6.3% | +7.2% |
| 30D | -18.8% | +21.7% | -40.5% | -26.1% |
| 3M | -27.7% | +5.0% | -32.8% | -30.0% |
| 6M | -44.4% | +4.6% | -49.0% | -46.8% |
| YTD | +31.3% | -3.5% | +34.8% | +29.8% |
| 1Y | +40.0% | +0.5% | +39.5% | +35.4% |
| 3Y | +339.2% | +24.8% | +314.4% | +271.2% |
| 5Y | +229.2% | +6.5% | +222.7% | +194.5% |
| All | +526.0% | +292.8% | +233.2% | +196.8% |
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