+632.4%
GEV vs ON
+3.0%
+629.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.5% | -4.9% | +0.9% |
| 7D | +1.6% | +2.4% | -0.7% | +0.7% |
| 30D | -7.9% | -8.6% | +0.7% | -5.3% |
| 3M | +5.6% | -34.3% | +40.0% | +18.6% |
| 6M | +13.1% | +28.5% | -15.5% | +1.5% |
| YTD | +46.7% | +40.6% | +6.1% | +27.2% |
| 1Y | +51.3% | +55.3% | -4.0% | +25.9% |
| All | +632.4% | +3.0% | +629.4% | +552.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling