+0.1%
LOW vs GTLB
-49.8%
+49.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -2.6% | -4.1% | +1.4% | -2.2% |
| 30D | -11.1% | +12.3% | -23.5% | -12.3% |
| 3M | -8.5% | +65.9% | -74.4% | -13.3% |
| 6M | -20.8% | +104.0% | -124.8% | -27.1% |
| YTD | -17.2% | +26.0% | -43.2% | -20.0% |
| 1Y | -24.7% | -3.5% | -21.2% | -25.4% |
| 3Y | -9.7% | -9.6% | -0.1% | -12.9% |
| All | +0.1% | -49.8% | +49.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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