+523.3%
ON vs GIS
-16.9%
+540.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.4% |
| 7D | +12.2% | -3.4% | +15.6% | +11.9% |
| 30D | -3.1% | +6.9% | -10.0% | -2.5% |
| 3M | -12.9% | -10.1% | -2.8% | -13.2% |
| 6M | -38.6% | +5.9% | -44.4% | -38.3% |
| YTD | +31.2% | -21.1% | +52.3% | +32.1% |
| 1Y | +47.6% | -22.5% | +70.1% | +48.6% |
| 3Y | +6.6% | -39.0% | +45.6% | +7.3% |
| 5Y | +21.3% | -33.3% | +54.6% | +21.1% |
| All | +523.3% | -16.9% | +540.2% | +507.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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