+55.3%
ON vs GIS
-24.1%
+79.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.4% |
| 7D | +2.4% | -6.4% | +8.7% | -1.1% |
| 30D | -8.6% | -6.1% | -2.5% | -11.2% |
| 3M | -34.3% | +7.8% | -42.2% | -31.0% |
| 6M | +28.5% | -8.8% | +37.3% | +32.3% |
| YTD | +40.6% | -19.1% | +59.7% | +42.3% |
| 1Y | +55.3% | -24.8% | +80.1% | +52.5% |
| All | +55.3% | -24.1% | +79.5% | +52.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling