+706.9%
ONDS vs GFS
-19.7%
+726.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.3% |
| 7D | -5.1% | +3.8% | -9.0% | -6.9% |
| 30D | -26.0% | -11.7% | -14.3% | -21.5% |
| 3M | -26.4% | -41.8% | +15.3% | -6.7% |
| 6M | -26.4% | +6.6% | -33.1% | -33.8% |
| YTD | -25.9% | +34.6% | -60.6% | -43.3% |
| 1Y | +12.6% | +46.2% | -33.5% | -16.7% |
| 3Y | +706.9% | -20.3% | +727.2% | +695.4% |
| All | +706.9% | -19.7% | +726.6% | +695.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling