+535.7%
ON vs GD
+180.8%
+354.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.3% |
| 7D | -4.1% | -1.9% | -2.2% | -2.6% |
| 30D | -10.2% | +10.9% | -21.1% | -16.5% |
| 3M | -12.7% | -6.8% | -6.0% | -8.7% |
| 6M | -32.5% | +7.0% | -39.6% | -36.9% |
| YTD | +28.6% | +11.1% | +17.4% | +15.3% |
| 1Y | +43.4% | +7.0% | +36.4% | +32.3% |
| 3Y | +3.3% | +59.9% | -56.6% | -32.6% |
| 5Y | +22.5% | +102.5% | -80.0% | -36.3% |
| 10Y | +535.7% | +174.0% | +361.7% | +166.6% |
| All | +535.7% | +180.8% | +354.9% | +166.6% |
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