+52.4%
GEV vs ON
+41.6%
+10.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.9% | -7.4% | -8.6% |
| 7D | -5.1% | -5.8% | +0.7% | -3.1% |
| 30D | -15.8% | -17.1% | +1.3% | -10.4% |
| 3M | -18.2% | -11.8% | -6.4% | -14.9% |
| 6M | -22.4% | -30.2% | +7.8% | -14.4% |
| YTD | +27.7% | +31.6% | -3.8% | +16.9% |
| 1Y | +52.4% | +47.6% | +4.8% | +35.0% |
| All | +52.4% | +41.6% | +10.7% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 1y: compounded portfolio wealth divided by compounded ON 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…
1y analysis · Full analysis span regression · 6 months rolling