+12.6%
ONDS vs GFS
+47.5%
-34.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-11 to 2026-09-11.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.2% |
| 7D | -5.1% | +3.8% | -9.0% | -6.7% |
| 30D | -26.0% | -11.7% | -14.3% | -22.2% |
| 3M | -26.4% | -41.8% | +15.3% | -11.0% |
| 6M | -26.4% | +6.6% | -33.1% | -35.1% |
| YTD | -25.9% | +34.6% | -60.6% | -49.8% |
| 1Y | +12.6% | +46.2% | -33.5% | -27.9% |
| All | +12.6% | +47.5% | -34.9% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 2025-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFS 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…
2025-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling