-27.5%
ON vs GH
+378.9%
-406.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.3% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -11.0% | -2.6% | -8.4% | -10.7% |
| 3M | -39.3% | +25.1% | -64.4% | -42.3% |
| 6M | +19.8% | +78.5% | -58.6% | +5.6% |
| YTD | +31.1% | +59.4% | -28.3% | +17.4% |
| 1Y | +46.0% | +173.9% | -127.9% | +15.5% |
| All | -27.5% | +378.9% | -406.4% | -48.9% |
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