+627.7%
GEV vs ON
-4.0%
+631.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | +3.2% | -1.9% | +5.0% | +3.7% |
| 30D | -4.0% | -11.0% | +7.0% | -0.3% |
| 3M | +3.4% | -39.3% | +42.7% | +19.3% |
| 6M | +14.7% | +19.8% | -5.1% | +5.3% |
| YTD | +45.8% | +31.1% | +14.7% | +29.3% |
| 1Y | +57.4% | +46.0% | +11.4% | +33.6% |
| All | +627.7% | -4.0% | +631.6% | +562.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling