+231.1%
GM vs LOW
+233.5%
-2.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -2.4% | -3.7% | +1.3% | -0.2% |
| 30D | -1.1% | -8.9% | +7.8% | +4.5% |
| 3M | +6.1% | -10.4% | +16.5% | +12.8% |
| 6M | +15.0% | -19.4% | +34.4% | +30.0% |
| YTD | +6.0% | -17.1% | +23.1% | +17.1% |
| 1Y | +47.1% | -26.3% | +73.4% | +74.2% |
| 3Y | +170.5% | -9.9% | +180.4% | +179.2% |
| 5Y | +80.5% | +6.1% | +74.4% | +67.4% |
| All | +231.1% | +233.5% | -2.4% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling