+154.5%
GS vs ONON
+6.0%
+148.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.6% |
| 7D | +0.8% | +5.7% | -4.8% | -0.1% |
| 30D | +1.2% | +7.0% | -5.7% | 0.0% |
| 3M | -12.4% | -0.1% | -12.4% | -13.0% |
| 6M | -2.3% | +6.5% | -8.8% | -4.6% |
| YTD | +4.6% | -19.3% | +23.9% | +7.0% |
| 1Y | +17.5% | +7.2% | +10.3% | +14.1% |
| 3Y | +202.0% | +39.1% | +162.9% | +177.6% |
| 5Y | +152.4% | -0.8% | +153.2% | +118.3% |
| All | +154.5% | +6.0% | +148.5% | +120.2% |
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 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