-22.2%
ON vs GFI
+287.6%
-309.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.3% | +9.8% | +8.6% |
| 7D | +2.4% | -4.9% | +7.2% | +2.8% |
| 30D | -8.6% | +10.7% | -19.3% | -9.6% |
| 3M | -34.3% | +25.6% | -60.0% | -36.0% |
| 6M | +28.5% | -8.3% | +36.8% | +27.8% |
| YTD | +40.6% | +6.3% | +34.3% | +39.4% |
| 1Y | +55.3% | +22.1% | +33.2% | +53.7% |
| 3Y | -22.2% | +289.2% | -311.4% | -31.0% |
| All | -22.2% | +287.6% | -309.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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