-23.6%
LOW vs GD
+13.4%
-37.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.8% |
| 7D | -1.7% | -5.3% | +3.5% | -0.2% |
| 30D | -7.0% | -6.4% | -0.6% | -5.3% |
| 3M | -0.9% | +5.7% | -6.6% | -2.5% |
| 6M | -20.1% | -0.9% | -19.1% | -18.7% |
| YTD | -13.9% | +8.2% | -22.1% | -14.9% |
| All | -23.6% | +13.4% | -37.0% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling