-19.8%
ONDS vs GTLB
-50.0%
+30.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +1.6% |
| 7D | +8.2% | +4.6% | +3.7% | +6.8% |
| 30D | -16.4% | +21.0% | -37.3% | -21.1% |
| 3M | -26.0% | +51.7% | -77.7% | -35.2% |
| 6M | -22.5% | +89.3% | -111.8% | -37.1% |
| YTD | -21.9% | +25.6% | -47.6% | -29.2% |
| 1Y | +25.7% | -1.5% | +27.3% | +21.1% |
| 3Y | +735.5% | -9.9% | +745.5% | +682.3% |
| All | -19.8% | -50.0% | +30.2% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GTLB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling