+546.8%
ON vs GD
+165.4%
+381.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.9% |
| 7D | +17.0% | +1.9% | +15.1% | +15.6% |
| 30D | -3.9% | +9.2% | -13.1% | -9.6% |
| 3M | -11.5% | -7.5% | -4.1% | -6.9% |
| 6M | -29.2% | +5.8% | -34.9% | -33.2% |
| YTD | +36.2% | +9.8% | +26.4% | +23.1% |
| 1Y | +49.6% | +5.8% | +43.9% | +39.2% |
| 3Y | +9.4% | +58.0% | -48.6% | -28.0% |
| 5Y | +25.8% | +100.4% | -74.6% | -34.1% |
| All | +546.8% | +165.4% | +381.3% | +175.8% |
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