+156.6%
GS vs ONON
-6.6%
+163.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.6% |
| 7D | +5.1% | -11.9% | +17.0% | +7.4% |
| 30D | +2.4% | -6.8% | +9.3% | +3.5% |
| 3M | -11.5% | +6.6% | -18.1% | -12.8% |
| 6M | -2.5% | -2.2% | -0.3% | -3.4% |
| YTD | +5.5% | -28.9% | +34.3% | +10.1% |
| 1Y | +11.0% | -20.3% | +31.4% | +13.6% |
| 3Y | +200.1% | +22.9% | +177.1% | +181.5% |
| 5Y | +154.7% | -11.1% | +165.8% | +124.9% |
| All | +156.6% | -6.6% | +163.2% | +126.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling