+303.5%
LOW vs GD
+190.6%
+112.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.9% |
| 7D | +7.4% | -5.0% | +12.4% | +10.1% |
| 30D | +24.5% | +8.9% | +15.6% | +19.0% |
| 3M | +3.5% | -8.0% | +11.5% | +7.7% |
| 6M | -2.6% | +2.9% | -5.5% | -4.5% |
| YTD | -4.8% | +7.1% | -11.9% | -9.3% |
| 1Y | -0.8% | +5.9% | -6.7% | -5.0% |
| 3Y | +22.8% | +53.9% | -31.0% | -5.9% |
| 5Y | +5.3% | +95.4% | -90.1% | -31.4% |
| All | +303.5% | +190.6% | +112.9% | +98.3% |
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