+6.6%
ON vs GFS
-19.0%
+25.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -1.7% |
| 7D | +12.2% | +7.4% | +4.9% | +6.9% |
| 30D | -3.1% | -15.3% | +12.1% | +8.6% |
| 3M | -12.9% | -21.1% | +8.2% | +2.0% |
| 6M | -38.6% | -44.5% | +5.9% | -7.4% |
| YTD | +31.2% | +19.2% | +12.0% | +10.8% |
| 1Y | +47.6% | +27.2% | +20.4% | +18.4% |
| 3Y | +6.6% | -20.1% | +26.8% | +14.7% |
| All | +6.6% | -19.0% | +25.6% | +14.7% |
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