+654.3%
GS vs ON
+576.2%
+78.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +0.9% | +2.4% | -1.5% | +0.2% |
| 30D | -1.6% | -3.3% | +1.7% | -0.8% |
| 3M | -4.5% | -43.6% | +39.1% | +10.3% |
| 6M | +20.9% | +19.0% | +1.9% | +10.5% |
| YTD | +19.9% | +37.4% | -17.5% | +4.6% |
| 1Y | +41.4% | +54.8% | -13.4% | +18.0% |
| 3Y | +239.2% | -25.2% | +264.3% | +225.7% |
| 5Y | +185.0% | +62.7% | +122.3% | +93.8% |
| All | +654.3% | +576.2% | +78.1% | +194.3% |
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