-13.5%
ONDS vs GS
+339.2%
-352.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.4% | -5.7% | -5.8% |
| 7D | +17.7% | +5.1% | +12.6% | +12.6% |
| 30D | -20.7% | +2.4% | -23.1% | -21.9% |
| 3M | -45.5% | -11.5% | -34.1% | -38.8% |
| 6M | -41.2% | -2.5% | -38.6% | -38.4% |
| YTD | -45.5% | +5.5% | -50.9% | -46.7% |
| 1Y | -3.4% | +11.0% | -14.5% | -9.8% |
| 3Y | +779.3% | +200.1% | +579.3% | +260.9% |
| 5Y | -48.5% | +154.7% | -203.2% | -76.2% |
| All | -13.5% | +339.2% | -352.7% | -62.1% |
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