+209.9%
ON vs GAP
+10.8%
+199.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +2.4% | -4.5% | +6.9% | +4.0% |
| 30D | -3.3% | +9.0% | -12.3% | -7.1% |
| 3M | -43.6% | +5.0% | -48.6% | -45.3% |
| 6M | +19.0% | -17.8% | +36.8% | +24.5% |
| YTD | +37.4% | -10.4% | +47.8% | +38.7% |
| 1Y | +54.8% | -3.4% | +58.1% | +51.0% |
| 3Y | -25.2% | +111.5% | -136.6% | -51.0% |
| 5Y | +62.7% | +8.8% | +53.9% | +27.3% |
| 10Y | +574.3% | +32.9% | +541.4% | +291.6% |
| All | +209.9% | +10.8% | +199.1% | +49.8% |
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