+58.0%
ON vs GLXY
+7.0%
+51.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +1.2% |
| 7D | -1.9% | +4.5% | -6.4% | -2.9% |
| 30D | -11.0% | +28.8% | -39.9% | -15.7% |
| 3M | -39.3% | -23.0% | -16.3% | -37.5% |
| 6M | +19.8% | +17.0% | +2.8% | +14.6% |
| YTD | +31.1% | +12.5% | +18.6% | +24.3% |
| 1Y | +46.0% | -5.4% | +51.4% | +45.4% |
| All | +58.0% | +7.0% | +51.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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