+243.8%
GLW vs LOW
+9.1%
+234.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.4% | +5.9% | +8.2% |
| 7D | -5.9% | +6.4% | -12.3% | -7.7% |
| 30D | -26.0% | +25.6% | -51.6% | -31.4% |
| 3M | -29.9% | +4.6% | -34.5% | -31.0% |
| 6M | -37.8% | +2.5% | -40.3% | -38.8% |
| YTD | +33.1% | -1.6% | +34.8% | +32.3% |
| 1Y | +36.8% | +1.7% | +35.1% | +33.9% |
| 3Y | +356.1% | +29.4% | +326.7% | +287.8% |
| 5Y | +243.8% | +9.6% | +234.2% | +203.5% |
| All | +243.8% | +9.1% | +234.7% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling