+572.1%
ON vs GAP
+27.6%
+544.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.4% |
| 7D | -4.7% | -6.3% | +1.6% | -2.7% |
| 30D | -13.5% | -0.2% | -13.2% | -14.1% |
| 3M | -36.3% | 0.0% | -36.3% | -37.1% |
| 6M | +17.8% | -8.1% | +25.9% | +18.5% |
| YTD | +29.6% | -16.5% | +46.1% | +33.9% |
| 1Y | +45.8% | -10.5% | +56.2% | +46.2% |
| 3Y | -28.3% | +104.0% | -132.3% | -51.2% |
| 5Y | +49.6% | +6.8% | +42.9% | +19.2% |
| All | +572.1% | +27.6% | +544.6% | +307.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling