+301.3%
LOW vs GD
+174.7%
+126.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +1.0% | +0.6% | +0.3% | +0.6% |
| 30D | +25.6% | +9.5% | +16.1% | +19.7% |
| 3M | +5.3% | -5.8% | +11.2% | +8.4% |
| 6M | +3.7% | +7.7% | -4.0% | -0.7% |
| YTD | -1.9% | +11.1% | -12.9% | -8.2% |
| 1Y | +0.6% | +6.1% | -5.5% | -3.6% |
| 3Y | +26.4% | +59.8% | -33.4% | -5.1% |
| 5Y | +10.1% | +104.6% | -94.5% | -30.2% |
| 10Y | +301.3% | +170.6% | +130.7% | +101.6% |
| All | +301.3% | +174.7% | +126.5% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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