+203.1%
GS vs LOW
+27.5%
+175.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.0% |
| 3M | -10.0% | +5.3% | -15.3% | -11.8% |
| 6M | -1.0% | +3.7% | -4.7% | -2.8% |
| YTD | +7.0% | -1.9% | +8.8% | +6.8% |
| 1Y | +16.6% | +0.6% | +16.1% | +14.8% |
| All | +203.1% | +27.5% | +175.6% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling