-19.8%
ONDS vs GTLB
-47.1%
+27.3%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -3.5% | +11.1% | -14.6% | -6.4% |
| 30D | -14.1% | +37.8% | -51.9% | -21.9% |
| 3M | -36.3% | +61.6% | -97.9% | -45.2% |
| 6M | -27.5% | +98.9% | -126.4% | -41.9% |
| YTD | -21.9% | +32.8% | -54.7% | -30.3% |
| 1Y | +43.0% | +14.7% | +28.3% | +31.9% |
| 3Y | +697.1% | +1.3% | +695.7% | +621.8% |
| All | -19.8% | -47.1% | +27.3% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling