+4.1%
LOW vs GTLB
-47.1%
+51.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | -1.7% | +11.1% | -12.8% | -2.8% |
| 30D | -7.0% | +37.8% | -44.8% | -10.1% |
| 3M | -0.9% | +61.6% | -62.5% | -5.8% |
| 6M | -20.1% | +98.9% | -119.0% | -26.1% |
| YTD | -13.9% | +32.8% | -46.7% | -17.2% |
| 1Y | -21.1% | +14.7% | -35.8% | -23.3% |
| 3Y | -6.6% | +1.3% | -8.0% | -11.0% |
| All | +4.1% | -47.1% | +51.2% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling