-21.7%
ONDS vs GFS
-2.1%
-19.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | -5.0% | +3.2% | -8.2% | -6.4% |
| 30D | -25.6% | -9.6% | -16.0% | -21.9% |
| 3M | -22.1% | -38.5% | +16.4% | -3.5% |
| 6M | -27.6% | -1.3% | -26.3% | -31.1% |
| YTD | -25.7% | +31.8% | -57.5% | -40.3% |
| 1Y | +30.4% | +44.6% | -14.2% | +1.2% |
| 3Y | +695.0% | -20.6% | +715.6% | +695.1% |
| All | -21.7% | -2.1% | -19.6% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling