+54.8%
ON vs GFS
+37.2%
+17.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | 0.0% |
| 7D | +2.4% | +1.0% | +1.4% | +1.8% |
| 30D | -3.3% | -8.6% | +5.3% | +2.2% |
| 3M | -43.6% | -46.5% | +3.0% | -13.6% |
| 6M | +19.0% | -4.8% | +23.8% | +28.7% |
| YTD | +37.4% | +29.7% | +7.7% | +20.4% |
| 1Y | +54.8% | +35.8% | +18.9% | +33.6% |
| All | +54.8% | +37.2% | +17.6% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling