+195.8%
ON vs GFI
+2,685.2%
-2,489.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.9% | +4.7% | -6.6% | -2.3% |
| 30D | -11.0% | +14.4% | -25.5% | -12.1% |
| 3M | -39.3% | +32.5% | -71.8% | -41.0% |
| 6M | +19.8% | -7.2% | +27.0% | +19.9% |
| YTD | +31.1% | +10.9% | +20.2% | +28.9% |
| 1Y | +46.0% | +35.5% | +10.5% | +40.8% |
| 3Y | -27.5% | +312.1% | -339.6% | -37.8% |
| 5Y | +56.9% | +524.6% | -467.7% | +27.0% |
| 10Y | +591.8% | +1,092.7% | -500.9% | +406.7% |
| All | +195.8% | +2,685.2% | -2,489.5% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling