+35,474.9%
LOW vs GD
+20,186.5%
+15,288.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.9% |
| 7D | -1.7% | -5.3% | +3.5% | +0.2% |
| 30D | -7.0% | -6.4% | -0.6% | -4.8% |
| 3M | -0.9% | +5.7% | -6.6% | -3.1% |
| 6M | -20.1% | -0.9% | -19.1% | -20.2% |
| YTD | -13.9% | +8.2% | -22.1% | -16.9% |
| 1Y | -21.1% | +13.4% | -34.6% | -25.3% |
| 3Y | -6.6% | +68.5% | -75.1% | -24.5% |
| 5Y | +9.4% | +97.2% | -87.8% | -17.2% |
| 10Y | +220.5% | +190.2% | +30.3% | +109.5% |
| All | +35,474.9% | +20,186.5% | +15,288.3% | +10,310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling