+196.1%
ON vs GAP
+4.9%
+191.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | +12.2% | -1.9% | +14.2% | +13.1% |
| 30D | -3.1% | -7.1% | +3.9% | -0.8% |
| 3M | -12.9% | +4.1% | -17.0% | -15.1% |
| 6M | -38.6% | +1.9% | -40.5% | -40.4% |
| YTD | +31.2% | -15.2% | +46.4% | +34.6% |
| 1Y | +47.6% | -10.6% | +58.3% | +48.0% |
| 3Y | +6.6% | +74.6% | -68.0% | -24.7% |
| 5Y | +21.3% | +3.7% | +17.6% | -3.4% |
| 10Y | +533.3% | +2.4% | +530.9% | +308.8% |
| All | +196.1% | +4.9% | +191.2% | +45.4% |
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