+1,134.4%
ON vs GPN
+2,449.8%
-1,315.4%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +1.3% |
| 7D | -1.9% | -6.2% | +4.4% | +1.6% |
| 30D | -11.0% | +1.0% | -12.1% | -12.0% |
| 3M | -39.3% | +36.9% | -76.2% | -50.2% |
| 6M | +19.8% | +16.8% | +3.1% | +5.9% |
| YTD | +31.1% | +13.2% | +17.8% | +15.7% |
| 1Y | +46.0% | +1.4% | +44.5% | +36.3% |
| 3Y | -27.5% | -28.6% | +1.1% | -19.8% |
| 5Y | +56.9% | -47.0% | +103.9% | +98.9% |
| 10Y | +591.8% | +25.2% | +566.6% | +468.6% |
| All | +1,134.4% | +2,449.8% | -1,315.4% | +171.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling