-18.0%
GIS vs ONON
-37.3%
+19.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -7.8% | -3.0% | -4.9% | -7.8% |
| 30D | +6.6% | -26.7% | +33.3% | +7.3% |
| 3M | +21.0% | -25.3% | +46.3% | +21.6% |
| 6M | -9.1% | -35.3% | +26.2% | -9.3% |
| YTD | -13.6% | -39.8% | +26.2% | -14.3% |
| 1Y | -18.0% | -39.2% | +21.2% | -18.6% |
| All | -18.0% | -37.3% | +19.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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