-40.1%
ON vs GPC
+18.2%
-58.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | 0.0% |
| 7D | -11.7% | +1.6% | -13.2% | -11.0% |
| 30D | -23.3% | -2.1% | -21.2% | -23.7% |
| 3M | -19.2% | -6.8% | -12.4% | -21.1% |
| 6M | -40.1% | +18.6% | -58.7% | -35.1% |
| All | -40.1% | +18.2% | -58.3% | -35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling