-16.1%
ONDS vs GS
+340.6%
-356.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.3% |
| 7D | -3.3% | +5.9% | -9.1% | -8.0% |
| 30D | -16.0% | +4.3% | -20.3% | -18.7% |
| 3M | -42.1% | -11.7% | -30.4% | -34.7% |
| 6M | -41.8% | -3.2% | -38.6% | -38.6% |
| YTD | -47.1% | +5.8% | -52.9% | -48.5% |
| 1Y | -21.3% | +16.0% | -37.4% | -28.7% |
| 3Y | +695.1% | +199.8% | +495.3% | +226.4% |
| 5Y | -50.0% | +155.5% | -205.6% | -76.9% |
| All | -16.1% | +340.6% | -356.7% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling