-23.9%
ONDS vs GTLB
-50.1%
+26.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -5.1% | -5.7% | +0.6% | -3.5% |
| 30D | -26.0% | +15.1% | -41.1% | -29.2% |
| 3M | -26.4% | +65.5% | -91.9% | -37.2% |
| 6M | -26.4% | +102.9% | -129.3% | -41.4% |
| YTD | -25.9% | +25.2% | -51.1% | -32.7% |
| 1Y | +12.6% | -5.5% | +18.1% | +9.8% |
| 3Y | +706.9% | -10.9% | +717.8% | +657.9% |
| All | -23.9% | -50.1% | +26.2% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling