+3,524.4%
GLW vs LOW
+40,281.8%
-36,757.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.5% |
| 7D | +1.4% | +1.0% | +0.5% | +1.2% |
| 30D | -18.2% | +25.6% | -43.8% | -24.8% |
| 3M | -24.2% | +5.3% | -29.5% | -26.2% |
| 6M | -41.7% | +3.7% | -45.5% | -43.5% |
| YTD | +38.3% | -1.9% | +40.2% | +36.2% |
| 1Y | +38.2% | +0.6% | +37.6% | +34.8% |
| 3Y | +363.4% | +26.4% | +337.0% | +311.8% |
| 5Y | +254.6% | +10.1% | +244.4% | +226.6% |
| 10Y | +562.0% | +301.3% | +260.7% | +284.9% |
| All | +3,524.4% | +40,281.8% | -36,757.4% | +725.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling