+3,273.8%
GLW vs LOW
+40,328.9%
-37,055.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | +8.7% | -19.8% | -13.7% |
| 30D | -28.4% | +25.5% | -53.9% | -34.2% |
| 3M | -28.8% | +6.6% | -35.4% | -31.0% |
| 6M | -39.8% | +2.4% | -42.2% | -41.5% |
| YTD | +28.7% | -1.7% | +30.5% | +26.8% |
| 1Y | +27.7% | +1.7% | +26.0% | +24.1% |
| 3Y | +331.3% | +26.6% | +304.8% | +283.1% |
| 5Y | +233.4% | +10.1% | +223.3% | +207.2% |
| 10Y | +521.8% | +303.3% | +218.5% | +260.9% |
| All | +3,273.8% | +40,328.9% | -37,055.1% | +668.1% |
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