+301.7%
LOW vs GD
+174.9%
+126.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.9% |
| 7D | +8.7% | -1.9% | +10.6% | +9.6% |
| 30D | +25.5% | +10.9% | +14.5% | +18.8% |
| 3M | +6.6% | -6.8% | +13.4% | +10.2% |
| 6M | +2.4% | +7.0% | -4.6% | -1.6% |
| YTD | -1.7% | +11.1% | -12.9% | -8.1% |
| 1Y | +1.7% | +7.0% | -5.3% | -3.0% |
| 3Y | +26.6% | +59.9% | -33.3% | -5.0% |
| 5Y | +10.1% | +102.5% | -92.3% | -29.7% |
| All | +301.7% | +174.9% | +126.8% | +101.8% |
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