+6.6%
ON vs GM
+231.6%
-224.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +12.2% | -0.2% | +12.4% | +12.4% |
| 30D | -3.1% | +3.6% | -6.7% | -5.2% |
| 3M | -12.9% | -0.2% | -12.6% | -13.5% |
| 6M | -38.6% | +13.9% | -52.5% | -42.9% |
| YTD | +31.2% | +6.5% | +24.8% | +24.5% |
| 1Y | +47.6% | +20.7% | +27.0% | +31.4% |
| 3Y | +6.6% | +229.5% | -222.9% | -46.3% |
| All | +6.6% | +231.6% | -224.9% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling