+1,526.6%
GS vs ON
+199.0%
+1,327.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +0.9% | +2.4% | -1.5% | +0.4% |
| 30D | -1.6% | -3.3% | +1.7% | -0.9% |
| 3M | -4.5% | -43.6% | +39.1% | +7.2% |
| 6M | +20.9% | +19.0% | +1.9% | +13.3% |
| YTD | +19.9% | +37.4% | -17.5% | +8.4% |
| 1Y | +41.4% | +54.8% | -13.4% | +23.6% |
| 3Y | +239.2% | -25.2% | +264.3% | +231.0% |
| 5Y | +185.0% | +62.7% | +122.3% | +122.5% |
| 10Y | +655.0% | +574.3% | +80.6% | +303.2% |
| All | +1,526.6% | +199.0% | +1,327.5% | +685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling