+55.3%
ON vs GM
+50.1%
+5.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.1% | +8.7% |
| 7D | +2.4% | -2.4% | +4.8% | +3.3% |
| 30D | -8.6% | -1.1% | -7.5% | -8.3% |
| 3M | -34.3% | +6.1% | -40.5% | -36.1% |
| 6M | +28.5% | +15.0% | +13.6% | +22.2% |
| YTD | +40.6% | +6.0% | +34.6% | +34.6% |
| 1Y | +55.3% | +47.1% | +8.2% | +45.0% |
| All | +55.3% | +50.1% | +5.2% | +45.0% |
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