+629.3%
ON vs GIS
-19.5%
+648.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.5% |
| 7D | +2.4% | -6.4% | +8.7% | +1.9% |
| 30D | -8.6% | -6.1% | -2.5% | -8.9% |
| 3M | -34.3% | +7.8% | -42.2% | -34.1% |
| 6M | +28.5% | -8.8% | +37.3% | +29.1% |
| YTD | +40.6% | -19.1% | +59.7% | +41.4% |
| 1Y | +55.3% | -24.8% | +80.1% | +56.3% |
| 3Y | -22.2% | -37.6% | +15.4% | -21.7% |
| 5Y | +62.4% | -25.4% | +87.8% | +61.3% |
| All | +629.3% | -19.5% | +648.8% | +670.2% |
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