+629.3%
ON vs GM
+240.0%
+389.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.9% |
| 7D | +2.4% | -2.4% | +4.8% | +4.0% |
| 30D | -8.6% | -1.1% | -7.5% | -8.2% |
| 3M | -34.3% | +6.1% | -40.5% | -37.1% |
| 6M | +28.5% | +15.0% | +13.6% | +16.2% |
| YTD | +40.6% | +6.0% | +34.6% | +32.8% |
| 1Y | +55.3% | +47.1% | +8.2% | +15.5% |
| 3Y | -22.2% | +170.5% | -192.7% | -64.2% |
| 5Y | +62.4% | +80.5% | -18.1% | -3.0% |
| All | +629.3% | +240.0% | +389.3% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling