+209.9%
ON vs GIS
+378.5%
-168.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.4% |
| 7D | +2.4% | -7.8% | +10.3% | +3.9% |
| 30D | -3.3% | +6.6% | -9.9% | -4.6% |
| 3M | -43.6% | +21.0% | -64.5% | -46.2% |
| 6M | +19.0% | -9.1% | +28.0% | +20.3% |
| YTD | +37.4% | -13.6% | +51.0% | +40.2% |
| 1Y | +54.8% | -18.0% | +72.8% | +59.4% |
| 3Y | -25.2% | -33.7% | +8.5% | -20.0% |
| 5Y | +62.7% | -19.4% | +82.2% | +61.1% |
| 10Y | +574.3% | -21.3% | +595.6% | +550.5% |
| All | +209.9% | +378.5% | -168.5% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling