+227.5%
LOW vs CG
+314.7%
-87.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -3.7% | -9.9% | +6.1% | +0.1% |
| 30D | -8.9% | -11.7% | +2.8% | -4.7% |
| 3M | -10.4% | -4.3% | -6.1% | -9.5% |
| 6M | -19.4% | -8.8% | -10.6% | -17.3% |
| YTD | -17.1% | -26.9% | +9.7% | -8.2% |
| 1Y | -26.3% | -35.4% | +9.2% | -14.8% |
| 3Y | -9.9% | +43.0% | -52.9% | -29.3% |
| 5Y | +6.1% | +1.9% | +4.2% | -8.6% |
| All | +227.5% | +314.7% | -87.2% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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