+49.0%
ON vs GFS
-2.1%
+51.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | -4.7% | +3.2% | -7.9% | -6.8% |
| 30D | -13.5% | -9.6% | -3.9% | -7.3% |
| 3M | -36.3% | -38.5% | +2.2% | -9.5% |
| 6M | +17.8% | -1.3% | +19.0% | +17.9% |
| YTD | +29.6% | +31.8% | -2.2% | +3.3% |
| 1Y | +45.8% | +44.6% | +1.2% | +8.0% |
| 3Y | -28.3% | -20.6% | -7.7% | -21.1% |
| All | +49.0% | -2.1% | +51.1% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling