+157.4%
GS vs ONON
-5.0%
+162.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +5.9% | -10.0% | +15.8% | +7.7% |
| 30D | +4.3% | -5.3% | +9.6% | +5.1% |
| 3M | -11.7% | +6.5% | -18.1% | -12.9% |
| 6M | -3.2% | -5.0% | +1.8% | -3.6% |
| YTD | +5.8% | -27.6% | +33.4% | +10.2% |
| 1Y | +16.0% | -20.7% | +36.7% | +18.8% |
| 3Y | +199.8% | +26.6% | +173.1% | +179.8% |
| 5Y | +155.5% | -9.6% | +165.1% | +125.0% |
| All | +157.4% | -5.0% | +162.4% | +126.8% |
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