-21.3%
ONDS vs GFS
-2.1%
-19.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -5.2% |
| 7D | -4.2% | +4.5% | -8.7% | -6.2% |
| 30D | -21.7% | -8.2% | -13.5% | -18.4% |
| 3M | -24.5% | -38.9% | +14.4% | -6.1% |
| 6M | -25.0% | -2.9% | -22.1% | -28.1% |
| YTD | -25.3% | +31.8% | -57.1% | -39.9% |
| 1Y | +33.8% | +43.1% | -9.4% | +4.3% |
| 3Y | +699.3% | -20.6% | +720.0% | +699.6% |
| All | -21.3% | -2.1% | -19.2% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling