+4,542.6%
GLW vs LOW
+35,323.5%
-30,780.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.2% |
| 7D | +3.8% | -1.7% | +5.5% | +4.4% |
| 30D | -1.3% | -7.0% | +5.7% | +1.1% |
| 3M | -21.8% | -0.9% | -20.9% | -22.4% |
| 6M | +6.9% | -20.1% | +27.0% | +14.4% |
| YTD | +77.2% | -13.9% | +91.1% | +84.0% |
| 1Y | +123.2% | -21.1% | +144.4% | +138.3% |
| 3Y | +400.0% | -6.6% | +406.6% | +397.3% |
| 5Y | +342.8% | +9.4% | +333.5% | +311.8% |
| 10Y | +771.4% | +220.5% | +550.9% | +450.0% |
| All | +4,542.6% | +35,323.5% | -30,780.9% | +1,014.8% |
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 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