-23.2%
GIS vs ONON
-24.2%
+1.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -8.6% | -3.5% | -5.1% | -8.6% |
| 30D | -0.5% | -30.8% | +30.3% | -0.7% |
| 3M | +11.9% | -29.8% | +41.7% | +11.6% |
| 6M | -11.6% | -34.8% | +23.2% | -11.9% |
| YTD | -16.3% | -42.3% | +25.9% | -16.7% |
| 1Y | -21.8% | -39.5% | +17.8% | -22.1% |
| 3Y | -35.7% | -9.3% | -26.4% | -35.8% |
| All | -23.2% | -24.2% | +1.0% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling