-4.4%
ON vs GPC
+1.0%
-5.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -11.7% | +1.6% | -13.2% | -12.0% |
| 30D | -23.3% | -2.1% | -21.2% | -23.1% |
| 3M | -19.2% | -6.8% | -12.4% | -17.9% |
| 6M | -40.1% | +18.6% | -58.7% | -44.9% |
| YTD | +16.9% | +2.7% | +14.2% | +12.4% |
| 1Y | +29.7% | +1.8% | +28.0% | +25.1% |
| 3Y | -4.4% | +1.1% | -5.5% | -16.9% |
| All | -4.4% | +1.0% | -5.4% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling