+6.6%
ON vs GD
+97.4%
-90.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.2% | -10.6% |
| 7D | -16.3% | -3.9% | -12.4% | -14.7% |
| 30D | -27.0% | +8.1% | -35.1% | -29.4% |
| 3M | -18.1% | -6.8% | -11.3% | -15.6% |
| 6M | -38.6% | +3.0% | -41.6% | -40.1% |
| YTD | +16.4% | +7.8% | +8.6% | +9.8% |
| 1Y | +25.8% | +5.8% | +20.0% | +19.9% |
| 3Y | -7.7% | +55.3% | -63.0% | -31.0% |
| 5Y | +6.6% | +96.7% | -90.1% | -34.6% |
| All | +6.6% | +97.4% | -90.9% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling