+191.7%
GS vs ONON
-20.9%
+212.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +0.9% | -3.0% | +3.9% | +1.5% |
| 30D | -1.6% | -26.7% | +25.1% | +3.3% |
| 3M | -4.5% | -25.3% | +20.8% | -0.4% |
| 6M | +20.9% | -35.3% | +56.1% | +28.7% |
| YTD | +19.9% | -39.8% | +59.7% | +29.3% |
| 1Y | +41.4% | -39.2% | +80.6% | +51.4% |
| 3Y | +239.2% | -4.2% | +243.4% | +231.7% |
| All | +191.7% | -20.9% | +212.6% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling