+458.9%
GS vs LOW
+303.6%
+155.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.1% | +1.0% | -1.1% | -0.5% |
| 30D | +3.7% | +25.6% | -21.9% | -7.2% |
| 3M | -10.0% | +5.3% | -15.3% | -12.6% |
| 6M | -1.0% | +3.7% | -4.7% | -3.9% |
| YTD | +7.0% | -1.9% | +8.8% | +6.0% |
| 1Y | +16.6% | +0.6% | +16.1% | +13.9% |
| 3Y | +204.4% | +26.4% | +178.0% | +161.6% |
| 5Y | +160.0% | +10.1% | +149.9% | +134.0% |
| 10Y | +458.9% | +301.3% | +157.6% | +163.1% |
| All | +458.9% | +303.6% | +155.2% | +163.1% |
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