-22.1%
ONON vs GD
+101.4%
-123.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.3% |
| 7D | -1.7% | -3.5% | +1.8% | -0.5% |
| 30D | -27.4% | -9.0% | -18.3% | -24.9% |
| 3M | -26.5% | +5.1% | -31.6% | -27.6% |
| 6M | -34.2% | -1.0% | -33.2% | -34.0% |
| YTD | -41.3% | +7.3% | -48.6% | -42.9% |
| 1Y | -39.7% | +12.4% | -52.1% | -42.4% |
| 3Y | -7.8% | +73.7% | -81.5% | -28.0% |
| All | -22.1% | +101.4% | -123.5% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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