+1,796.5%
GS vs LOW
+2,386.6%
-590.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.6% | +8.7% | -7.1% | -2.6% |
| 30D | +1.7% | +25.5% | -23.8% | -9.6% |
| 3M | -11.6% | +6.6% | -18.2% | -14.9% |
| 6M | -1.9% | +2.4% | -4.3% | -4.5% |
| YTD | +5.1% | -1.7% | +6.8% | +3.8% |
| 1Y | +16.4% | +1.7% | +14.7% | +12.8% |
| 3Y | +199.0% | +26.6% | +172.4% | +155.4% |
| 5Y | +157.4% | +10.1% | +147.3% | +130.8% |
| 10Y | +457.2% | +303.3% | +153.9% | +136.9% |
| All | +1,796.5% | +2,386.6% | -590.1% | +197.0% |
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