+163.8%
ON vs GPC
+993.1%
-829.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.5% |
| 7D | -11.7% | +1.6% | -13.2% | -12.8% |
| 30D | -23.3% | -2.1% | -21.2% | -22.7% |
| 3M | -19.2% | -6.8% | -12.4% | -15.6% |
| 6M | -40.1% | +18.6% | -58.7% | -51.0% |
| YTD | +16.9% | +2.7% | +14.2% | +4.8% |
| 1Y | +29.7% | +1.8% | +28.0% | +16.7% |
| 3Y | -4.4% | +1.1% | -5.5% | -19.5% |
| 5Y | +7.1% | +4.1% | +3.0% | -13.0% |
| 10Y | +447.2% | +88.2% | +359.0% | +145.1% |
| All | +163.8% | +993.1% | -829.3% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling