-2.9%
ONDS vs GS
+335.6%
-338.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.7% | +7.2% | +7.5% |
| 7D | +3.8% | +0.8% | +3.0% | +3.4% |
| 30D | -11.3% | +1.2% | -12.5% | -11.7% |
| 3M | -34.5% | -12.4% | -22.1% | -25.6% |
| 6M | -34.1% | -2.3% | -31.8% | -31.1% |
| YTD | -38.8% | +4.6% | -43.4% | -39.8% |
| 1Y | +2.8% | +17.5% | -14.8% | -8.9% |
| 3Y | +1,111.0% | +202.0% | +908.9% | +395.0% |
| 5Y | -33.7% | +152.4% | -186.0% | -69.1% |
| All | -2.9% | +335.6% | -338.5% | -57.2% |
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