+463.3%
GLW vs LOW
-8.4%
+471.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.3% | +8.0% |
| 7D | +14.0% | +0.4% | +13.6% | +13.9% |
| 30D | +0.4% | -10.1% | +10.5% | +2.8% |
| 3M | -11.3% | -2.9% | -8.5% | -11.8% |
| 6M | +35.1% | -19.4% | +54.5% | +43.2% |
| YTD | +90.5% | -15.4% | +106.0% | +97.3% |
| 1Y | +132.0% | -24.9% | +157.0% | +150.7% |
| 3Y | +463.3% | -7.8% | +471.1% | +420.8% |
| All | +463.3% | -8.4% | +471.7% | +420.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling