+47.6%
ON vs GTLB
+6.1%
+41.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.8% | -9.7% | +3.9% | -7.2% |
| 30D | -17.1% | +1.7% | -18.8% | -16.7% |
| 3M | -11.8% | +43.6% | -55.4% | -5.6% |
| 6M | -30.2% | +113.0% | -143.2% | -18.5% |
| YTD | +31.6% | +39.5% | -8.0% | +46.4% |
| 1Y | +47.6% | +12.6% | +34.9% | +51.3% |
| All | +47.6% | +6.1% | +41.5% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling