+119.6%
GLW vs LOW
-25.3%
+144.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | +11.7% | -2.6% | +14.4% | +11.7% |
| 30D | +2.7% | -11.1% | +13.8% | +2.8% |
| 3M | -2.8% | -8.5% | +5.7% | -2.8% |
| 6M | +20.2% | -20.8% | +41.0% | +23.6% |
| YTD | +87.3% | -17.2% | +104.5% | +91.2% |
| 1Y | +119.6% | -24.7% | +144.3% | +122.5% |
| All | +119.6% | -25.3% | +144.8% | +122.5% |
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