+62.9%
ON vs GPC
+30.9%
+32.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +2.4% | +1.2% | +1.2% | +1.8% |
| 30D | -3.3% | +6.0% | -9.3% | -6.0% |
| 3M | -43.6% | +42.6% | -86.2% | -54.5% |
| 6M | +19.0% | +22.8% | -3.8% | +4.0% |
| YTD | +37.4% | +15.5% | +21.9% | +22.3% |
| 1Y | +54.8% | +2.0% | +52.7% | +49.0% |
| 3Y | -25.2% | -1.4% | -23.7% | -30.2% |
| All | +62.9% | +30.9% | +32.0% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling