-4.4%
ON vs GD
+54.3%
-58.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -11.7% | -5.0% | -6.7% | -10.4% |
| 30D | -23.3% | +8.9% | -32.2% | -25.0% |
| 3M | -19.2% | -8.0% | -11.1% | -17.2% |
| 6M | -40.1% | +2.9% | -43.0% | -41.0% |
| YTD | +16.9% | +7.1% | +9.8% | +12.0% |
| 1Y | +29.7% | +5.9% | +23.8% | +24.8% |
| 3Y | -4.4% | +53.9% | -58.3% | -21.3% |
| All | -4.4% | +54.3% | -58.7% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling