+6.6%
ON vs GH
+584.3%
-577.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.2% |
| 7D | +12.2% | +0.6% | +11.7% | +12.2% |
| 30D | -3.1% | -6.9% | +3.8% | -1.5% |
| 3M | -12.9% | -4.9% | -8.0% | -12.1% |
| 6M | -38.6% | +54.1% | -92.6% | -44.1% |
| YTD | +31.2% | +48.5% | -17.3% | +19.1% |
| 1Y | +47.6% | +61.2% | -13.5% | +31.7% |
| 3Y | +6.6% | +570.3% | -563.7% | -30.8% |
| All | +6.6% | +584.3% | -577.6% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling