+561.8%
ON vs GPC
+79.8%
+482.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -2.6% |
| 7D | -2.2% | +0.2% | -2.4% | -2.3% |
| 30D | -12.4% | -0.4% | -12.0% | -12.4% |
| 3M | -41.2% | +39.2% | -80.4% | -54.3% |
| 6M | +25.0% | +18.2% | +6.8% | +7.6% |
| YTD | +31.3% | +12.1% | +19.2% | +15.1% |
| 1Y | +45.4% | -0.7% | +46.1% | +38.6% |
| 3Y | -27.4% | -1.7% | -25.7% | -34.4% |
| 5Y | +58.5% | +29.3% | +29.2% | +15.9% |
| 10Y | +561.8% | +80.7% | +481.2% | +293.4% |
| All | +561.8% | +79.8% | +482.0% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling