+47.6%
ON vs GD
+9.0%
+38.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -2.1% |
| 7D | -5.8% | +3.0% | -8.8% | -5.5% |
| 30D | -17.1% | +10.5% | -27.6% | -16.4% |
| 3M | -11.8% | -5.0% | -6.9% | -11.7% |
| 6M | -30.2% | +5.5% | -35.7% | -29.5% |
| YTD | +31.6% | +10.3% | +21.2% | +26.2% |
| 1Y | +47.6% | +8.2% | +39.4% | +44.2% |
| All | +47.6% | +9.0% | +38.6% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling