+297.6%
ON vs GH
+446.7%
-149.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.1% |
| 7D | +12.2% | +0.6% | +11.7% | +12.2% |
| 30D | -3.1% | -6.9% | +3.8% | -1.2% |
| 3M | -12.9% | -4.9% | -8.0% | -12.1% |
| 6M | -38.6% | +54.1% | -92.6% | -45.5% |
| YTD | +31.2% | +48.5% | -17.3% | +16.3% |
| 1Y | +47.6% | +61.2% | -13.5% | +28.1% |
| 3Y | +6.6% | +570.3% | -563.7% | -40.5% |
| 5Y | +21.3% | +46.1% | -24.9% | -10.5% |
| All | +297.6% | +446.7% | -149.0% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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