+106.3%
LOW vs GH
+467.1%
-360.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | -3.7% | -2.5% | -1.2% | -3.4% |
| 30D | -8.9% | -4.7% | -4.2% | -8.4% |
| 3M | -10.4% | +20.2% | -30.6% | -12.8% |
| 6M | -19.4% | +78.8% | -98.2% | -25.6% |
| YTD | -17.1% | +54.1% | -71.2% | -22.3% |
| 1Y | -26.3% | +177.1% | -203.3% | -36.3% |
| 3Y | -9.9% | +371.6% | -381.5% | -30.7% |
| 5Y | +6.1% | +21.9% | -15.8% | -8.0% |
| All | +106.3% | +467.1% | -360.8% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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