+65.0%
ON vs GTLB
-50.8%
+115.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | -1.9% | -6.6% | +4.7% | -0.4% |
| 30D | -11.0% | +13.7% | -24.8% | -13.9% |
| 3M | -39.3% | +52.9% | -92.2% | -45.7% |
| 6M | +19.8% | +88.5% | -68.6% | -0.2% |
| YTD | +31.1% | +23.4% | +7.6% | +20.4% |
| 1Y | +46.0% | -3.8% | +49.8% | +41.9% |
| 3Y | -27.5% | -11.5% | -16.0% | -32.0% |
| All | +65.0% | -50.8% | +115.9% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling