-21.7%
ONON vs GAP
+10.1%
-31.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.1% |
| 7D | -2.1% | -4.1% | +2.0% | -0.7% |
| 30D | -11.6% | +6.2% | -17.8% | -13.8% |
| 3M | -30.1% | -0.7% | -29.4% | -30.1% |
| 6M | -30.5% | -7.1% | -23.4% | -29.6% |
| YTD | -41.0% | -14.1% | -27.0% | -39.0% |
| 1Y | -36.7% | -8.5% | -28.2% | -36.2% |
| 3Y | -8.6% | +115.4% | -124.0% | -38.6% |
| All | -21.7% | +10.1% | -31.7% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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