-9.1%
LOW vs GTLB
-12.2%
+3.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -0.6% | -6.6% | +6.0% | -0.1% |
| 30D | -9.3% | +13.7% | -23.0% | -10.2% |
| 3M | -8.1% | +52.9% | -61.0% | -11.0% |
| 6M | -19.8% | +88.5% | -108.2% | -23.9% |
| YTD | -16.4% | +23.4% | -39.8% | -17.6% |
| 1Y | -24.7% | -3.8% | -20.8% | -24.1% |
| All | -9.1% | -12.2% | +3.1% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling