-6.8%
LOW vs GFS
0.0%
-6.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.2% |
| 7D | -3.7% | +3.8% | -7.6% | -4.3% |
| 30D | -8.9% | -11.7% | +2.8% | -7.3% |
| 3M | -10.4% | -41.8% | +31.4% | -3.7% |
| 6M | -19.4% | +6.6% | -26.0% | -23.3% |
| YTD | -17.1% | +34.6% | -51.8% | -25.2% |
| 1Y | -26.3% | +46.2% | -72.4% | -34.8% |
| 3Y | -9.9% | -20.3% | +10.4% | -12.9% |
| All | -6.8% | 0.0% | -6.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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