+47.6%
ON vs GM
+37.1%
+10.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.6% | -6.5% | -3.5% |
| 7D | -5.8% | +12.1% | -17.9% | -10.1% |
| 30D | -17.1% | +15.2% | -32.3% | -22.1% |
| 3M | -11.8% | +4.9% | -16.7% | -13.9% |
| 6M | -30.2% | +22.6% | -52.8% | -36.9% |
| YTD | +31.6% | +14.4% | +17.1% | +18.3% |
| 1Y | +47.6% | +39.4% | +8.1% | +12.5% |
| All | +47.6% | +37.1% | +10.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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