+24.5%
ONON vs GD
+58.0%
-33.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.5% |
| 7D | -11.9% | +1.9% | -13.8% | -12.3% |
| 30D | -6.8% | +9.2% | -16.0% | -8.6% |
| 3M | +6.6% | -7.5% | +14.1% | +8.5% |
| 6M | -2.2% | +5.8% | -8.0% | -3.3% |
| YTD | -28.9% | +9.8% | -38.6% | -30.3% |
| 1Y | -20.3% | +5.8% | -26.1% | -21.3% |
| All | +24.5% | +58.0% | -33.5% | +32.2% |
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