+583.6%
ON vs GD
+190.3%
+393.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +2.2% |
| 7D | +2.4% | -5.3% | +7.7% | +6.3% |
| 30D | -3.3% | -6.4% | +3.1% | +1.2% |
| 3M | -43.6% | +5.7% | -49.3% | -46.5% |
| 6M | +19.0% | -0.9% | +19.9% | +17.7% |
| YTD | +37.4% | +8.2% | +29.2% | +25.9% |
| 1Y | +54.8% | +13.4% | +41.3% | +36.7% |
| 3Y | -25.2% | +68.5% | -93.7% | -53.6% |
| 5Y | +62.7% | +97.2% | -34.4% | -13.4% |
| All | +583.6% | +190.3% | +393.3% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling