-38.6%
ON vs GIS
+4.9%
-43.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -1.7% |
| 7D | +12.2% | -3.4% | +15.6% | +9.6% |
| 30D | -3.1% | +6.9% | -10.0% | +2.9% |
| 3M | -12.9% | -10.1% | -2.8% | -19.3% |
| 6M | -38.6% | +5.9% | -44.4% | -25.4% |
| All | -38.6% | +4.9% | -43.5% | -25.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling