+16.4%
GS vs ONON
-3.1%
+19.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.5% | +8.0% | +1.6% |
| 7D | +1.6% | -4.9% | +6.5% | +2.4% |
| 30D | +1.7% | -1.1% | +2.8% | +1.8% |
| 3M | -11.6% | -10.5% | -1.1% | -10.2% |
| 6M | -1.9% | -1.5% | -0.4% | -3.5% |
| YTD | +5.1% | -25.3% | +30.4% | +10.7% |
| 1Y | +16.4% | -0.7% | +17.2% | +15.5% |
| All | +16.4% | -3.1% | +19.5% | +15.5% |
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