+139.3%
GS vs ONON
-5.4%
+144.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.2% | +10.6% | -13.8% | -4.9% |
| 30D | -2.4% | +12.5% | -14.9% | -4.5% |
| 3M | -15.7% | +0.1% | -15.8% | -16.4% |
| 6M | -6.8% | +3.6% | -10.4% | -8.5% |
| YTD | -0.1% | -19.6% | +19.6% | +2.4% |
| 1Y | +12.1% | +5.2% | +6.9% | +9.0% |
| 3Y | +185.8% | +33.1% | +152.6% | +162.8% |
| All | +139.3% | -5.4% | +144.7% | +105.3% |
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