-27.5%
ON vs GM
+160.9%
-188.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +1.0% |
| 7D | -1.9% | -1.1% | -0.8% | -1.3% |
| 30D | -11.0% | -4.6% | -6.5% | -9.1% |
| 3M | -39.3% | +0.2% | -39.5% | -39.5% |
| 6M | +19.8% | +12.6% | +7.2% | +12.7% |
| YTD | +31.1% | +3.7% | +27.4% | +27.2% |
| 1Y | +46.0% | +45.6% | +0.4% | +18.4% |
| All | -27.5% | +160.9% | -188.4% | -55.7% |
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