+209.9%
ON vs GPC
+1,129.1%
-919.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.1% |
| 7D | +2.4% | +1.2% | +1.2% | +1.4% |
| 30D | -3.3% | +6.0% | -9.3% | -7.9% |
| 3M | -43.6% | +42.6% | -86.2% | -59.6% |
| 6M | +19.0% | +22.8% | -3.8% | -4.7% |
| YTD | +37.4% | +15.5% | +21.9% | +13.3% |
| 1Y | +54.8% | +2.0% | +52.7% | +41.0% |
| 3Y | -25.2% | -1.4% | -23.7% | -34.9% |
| 5Y | +62.7% | +30.6% | +32.1% | +10.2% |
| 10Y | +574.3% | +80.6% | +493.7% | +222.4% |
| All | +209.9% | +1,129.1% | -919.2% | -73.7% |
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