+63.1%
ON vs GTLB
-49.8%
+113.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.6% |
| 7D | -4.7% | -4.1% | -0.6% | -3.8% |
| 30D | -13.5% | +12.3% | -25.8% | -16.0% |
| 3M | -36.3% | +65.9% | -102.2% | -44.1% |
| 6M | +17.8% | +104.0% | -86.2% | -3.7% |
| YTD | +29.6% | +26.0% | +3.6% | +18.4% |
| 1Y | +45.8% | -3.5% | +49.3% | +41.7% |
| 3Y | -28.3% | -9.6% | -18.7% | -33.1% |
| All | +63.1% | -49.8% | +113.0% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling