-27.5%
ON vs GIS
-35.3%
+7.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.5% |
| 7D | -1.9% | -8.6% | +6.7% | -3.8% |
| 30D | -11.0% | -0.5% | -10.6% | -11.0% |
| 3M | -39.3% | +11.9% | -51.2% | -38.0% |
| 6M | +19.8% | -11.6% | +31.4% | +22.4% |
| YTD | +31.1% | -16.3% | +47.4% | +34.1% |
| 1Y | +46.0% | -21.8% | +67.7% | +49.4% |
| All | -27.5% | -35.3% | +7.8% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling