+2,064.0%
GS vs LOW
+2,078.7%
-14.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | +0.9% | -1.7% | +2.7% | +1.8% |
| 30D | -1.6% | -7.0% | +5.5% | +2.0% |
| 3M | -4.5% | -0.9% | -3.6% | -4.9% |
| 6M | +20.9% | -20.1% | +41.0% | +33.8% |
| YTD | +19.9% | -13.9% | +33.8% | +27.2% |
| 1Y | +41.4% | -21.1% | +62.5% | +56.2% |
| 3Y | +239.2% | -6.6% | +245.8% | +239.6% |
| 5Y | +185.0% | +9.4% | +175.7% | +157.2% |
| 10Y | +655.0% | +220.5% | +434.5% | +262.1% |
| All | +2,064.0% | +2,078.7% | -14.7% | +263.9% |
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