+58.5%
ON vs GAP
+9.4%
+49.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.4% |
| 7D | -2.2% | +1.7% | -3.9% | -2.7% |
| 30D | -12.4% | +9.3% | -21.8% | -15.6% |
| 3M | -41.2% | +6.1% | -47.3% | -42.9% |
| 6M | +25.0% | -2.3% | +27.3% | +23.4% |
| YTD | +31.3% | -10.6% | +41.9% | +32.7% |
| 1Y | +45.4% | -4.4% | +49.9% | +42.9% |
| 3Y | -27.4% | +118.3% | -145.7% | -52.1% |
| 5Y | +58.5% | +12.2% | +46.3% | +12.9% |
| All | +58.5% | +9.4% | +49.1% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling