+47.6%
ON vs GAP
+10.4%
+37.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.0% | -9.9% | -3.3% |
| 7D | -5.8% | +8.0% | -13.8% | -7.2% |
| 30D | -17.1% | +2.7% | -19.8% | -17.5% |
| 3M | -11.8% | +16.0% | -27.8% | -15.0% |
| 6M | -30.2% | +2.0% | -32.2% | -30.7% |
| YTD | +31.6% | -4.4% | +36.0% | +32.2% |
| 1Y | +47.6% | +9.2% | +38.4% | +40.3% |
| All | +47.6% | +10.4% | +37.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling