+199.8%
GS vs ONON
+24.8%
+174.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +5.9% | -10.0% | +15.8% | +8.0% |
| 30D | +4.3% | -5.3% | +9.6% | +5.3% |
| 3M | -11.7% | +6.5% | -18.1% | -13.1% |
| 6M | -3.2% | -5.0% | +1.8% | -3.8% |
| YTD | +5.8% | -27.6% | +33.4% | +11.3% |
| 1Y | +16.0% | -20.7% | +36.7% | +19.5% |
| 3Y | +199.8% | +26.6% | +173.1% | +189.9% |
| All | +199.8% | +24.8% | +174.9% | +189.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling