+73.4%
GM vs ONON
-24.2%
+97.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | -5.3% | +4.3% | +0.2% |
| 30D | -3.4% | -13.1% | +9.7% | -0.2% |
| 3M | +8.7% | -29.3% | +38.0% | +16.7% |
| 6M | +15.4% | -34.5% | +50.0% | +25.6% |
| YTD | +6.6% | -42.2% | +48.8% | +19.2% |
| 1Y | +51.5% | -37.3% | +88.8% | +64.8% |
| 3Y | +169.3% | -9.3% | +178.6% | +155.0% |
| All | +73.4% | -24.2% | +97.5% | +51.3% |
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