-27.5%
ON vs GFS
-21.4%
-6.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -1.5% |
| 7D | -1.9% | +4.5% | -6.4% | -5.0% |
| 30D | -11.0% | -8.2% | -2.8% | -5.5% |
| 3M | -39.3% | -38.9% | -0.5% | -12.3% |
| 6M | +19.8% | -2.9% | +22.7% | +21.5% |
| YTD | +31.1% | +31.8% | -0.7% | +3.1% |
| 1Y | +46.0% | +43.1% | +2.9% | +6.9% |
| All | -27.5% | -21.4% | -6.0% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling