+632.4%
GEV vs ONON
-20.5%
+653.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.9% |
| 7D | +1.6% | -2.1% | +3.7% | +2.3% |
| 30D | -7.9% | -11.6% | +3.7% | -4.2% |
| 3M | +5.6% | -30.1% | +35.7% | +16.5% |
| 6M | +13.1% | -30.5% | +43.6% | +23.7% |
| YTD | +46.7% | -41.0% | +87.8% | +69.9% |
| 1Y | +51.3% | -36.7% | +88.0% | +69.2% |
| All | +632.4% | -20.5% | +653.0% | +687.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 5y: compounded portfolio wealth divided by compounded ONON 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…
5y analysis · Full analysis span regression · 6 months rolling