+72.9%
ON vs GTLB
-47.1%
+120.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +2.4% | +11.1% | -8.6% | -0.1% |
| 30D | -3.3% | +37.8% | -41.1% | -10.4% |
| 3M | -43.6% | +61.6% | -105.2% | -50.1% |
| 6M | +19.0% | +98.9% | -80.0% | -2.0% |
| YTD | +37.4% | +32.8% | +4.6% | +24.1% |
| 1Y | +54.8% | +14.7% | +40.1% | +43.9% |
| 3Y | -25.2% | +1.3% | -26.5% | -32.1% |
| All | +72.9% | -47.1% | +120.1% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling