+316.2%
ON vs GH
+481.7%
-165.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -3.3% | -1.1% | -2.2% | -3.2% |
| 3M | -43.6% | +21.3% | -64.9% | -46.6% |
| 6M | +19.0% | +73.5% | -54.6% | +2.3% |
| YTD | +37.4% | +58.0% | -20.7% | +20.1% |
| 1Y | +54.8% | +163.1% | -108.3% | +17.5% |
| 3Y | -25.2% | +361.0% | -386.2% | -54.2% |
| 5Y | +62.7% | +22.5% | +40.2% | +24.7% |
| All | +316.2% | +481.7% | -165.4% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling