+382.5%
GLW vs LOW
+8.3%
+374.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.3% | +8.2% |
| 7D | +14.0% | +0.4% | +13.6% | +13.8% |
| 30D | +0.4% | -10.1% | +10.5% | +3.9% |
| 3M | -11.3% | -2.9% | -8.5% | -11.6% |
| 6M | +35.1% | -19.4% | +54.5% | +45.1% |
| YTD | +90.5% | -15.4% | +106.0% | +99.4% |
| 1Y | +132.0% | -24.9% | +157.0% | +154.6% |
| 3Y | +463.3% | -7.8% | +471.1% | +450.3% |
| 5Y | +382.5% | +8.4% | +374.1% | +318.6% |
| All | +382.5% | +8.3% | +374.2% | +318.6% |
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