+794.1%
ON vs GM
+230.9%
+563.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -3.0% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -12.4% | -1.8% | -10.6% | -11.6% |
| 3M | -41.2% | +2.6% | -43.8% | -42.2% |
| 6M | +25.0% | +14.6% | +10.4% | +14.0% |
| YTD | +31.3% | +6.2% | +25.1% | +24.4% |
| 1Y | +45.4% | +48.7% | -3.3% | +9.2% |
| 3Y | -27.4% | +168.3% | -195.7% | -64.7% |
| 5Y | +58.5% | +82.8% | -24.3% | -2.5% |
| 10Y | +561.8% | +226.2% | +335.6% | +157.1% |
| All | +794.1% | +230.9% | +563.2% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling