-22.2%
ON vs GPN
-27.6%
+5.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.6% |
| 7D | +2.4% | -4.6% | +7.0% | +4.2% |
| 30D | -8.6% | -0.3% | -8.3% | -8.9% |
| 3M | -34.3% | +35.4% | -69.8% | -43.6% |
| 6M | +28.5% | +21.7% | +6.9% | +14.7% |
| YTD | +40.6% | +14.9% | +25.7% | +27.7% |
| 1Y | +55.3% | +3.2% | +52.1% | +49.4% |
| 3Y | -22.2% | -27.1% | +5.0% | -7.6% |
| All | -22.2% | -27.6% | +5.4% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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