+207.2%
ON vs GAP
+5.8%
+201.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +17.0% | -5.2% | +22.2% | +19.2% |
| 30D | -3.9% | -6.9% | +3.1% | -1.6% |
| 3M | -11.5% | +5.7% | -17.2% | -14.3% |
| 6M | -29.2% | +0.9% | -30.1% | -31.1% |
| YTD | +36.2% | -14.5% | +50.6% | +39.2% |
| 1Y | +49.6% | -12.1% | +61.8% | +51.0% |
| 3Y | +9.4% | +72.2% | -62.7% | -22.3% |
| 5Y | +25.8% | +4.5% | +21.3% | -0.1% |
| 10Y | +557.1% | +3.3% | +553.8% | +322.8% |
| All | +207.2% | +5.8% | +201.4% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling