+20.0%
ON vs GM
+40.9%
-20.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | +12.2% | -0.2% | +12.4% | +12.5% |
| 30D | -3.1% | +3.6% | -6.7% | -5.8% |
| 3M | -12.9% | -0.2% | -12.6% | -13.9% |
| 6M | -38.6% | +13.9% | -52.5% | -44.1% |
| YTD | +31.2% | +6.5% | +24.8% | +22.7% |
| 1Y | +47.6% | +20.7% | +27.0% | +27.2% |
| 3Y | +6.6% | +229.5% | -222.9% | -57.8% |
| All | +20.0% | +40.9% | -20.9% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling