+33.1%
ONON vs GD
+54.3%
-21.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +10.6% | -5.0% | +15.6% | +11.8% |
| 30D | +12.5% | +8.9% | +3.5% | +10.3% |
| 3M | +0.1% | -8.0% | +8.1% | +2.0% |
| 6M | +3.6% | +2.9% | +0.7% | +3.1% |
| YTD | -19.6% | +7.1% | -26.7% | -20.8% |
| 1Y | +5.2% | +5.9% | -0.7% | +3.7% |
| 3Y | +33.1% | +53.9% | -20.7% | +36.9% |
| All | +33.1% | +54.3% | -21.2% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling