+1,704.0%
GS vs LOW
+2,308.1%
-604.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -3.2% | +7.4% | -10.6% | -6.7% |
| 30D | -2.4% | +24.5% | -26.9% | -13.0% |
| 3M | -15.7% | +3.5% | -19.2% | -17.7% |
| 6M | -6.8% | -2.6% | -4.2% | -7.0% |
| YTD | -0.1% | -4.8% | +4.8% | +0.3% |
| 1Y | +12.1% | -0.8% | +12.9% | +9.9% |
| 3Y | +185.8% | +22.8% | +163.0% | +147.8% |
| 5Y | +140.1% | +5.3% | +134.8% | +120.1% |
| 10Y | +505.2% | +309.5% | +195.8% | +155.3% |
| All | +1,704.0% | +2,308.1% | -604.1% | +187.0% |
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