+19.7%
GS vs ONON
+8.5%
+11.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +2.7% |
| 7D | +0.3% | +20.9% | -20.6% | -2.6% |
| 30D | +3.9% | +21.1% | -17.3% | +0.7% |
| 3M | -11.4% | +2.7% | -14.1% | -12.1% |
| 6M | +3.7% | +12.6% | -8.9% | -0.4% |
| YTD | +7.1% | -16.9% | +24.0% | +11.0% |
| 1Y | +19.7% | +6.7% | +13.0% | +17.1% |
| All | +19.7% | +8.5% | +11.2% | +17.1% |
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