+191.1%
GS vs ONON
-23.0%
+214.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | +3.4% | -1.7% | +5.0% | +3.7% |
| 30D | +0.2% | -27.4% | +27.6% | +5.3% |
| 3M | -0.3% | -26.5% | +26.2% | +4.2% |
| 6M | +27.4% | -34.2% | +61.6% | +35.2% |
| YTD | +19.6% | -41.3% | +61.0% | +29.6% |
| 1Y | +42.5% | -39.7% | +82.1% | +52.8% |
| 3Y | +240.4% | -7.8% | +248.3% | +235.2% |
| All | +191.1% | -23.0% | +214.1% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling