-7.7%
ONON vs GD
+99.6%
-107.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -10.0% | +2.7% | -12.6% | -10.8% |
| 30D | -5.3% | +8.6% | -13.9% | -8.0% |
| 3M | +6.5% | -7.1% | +13.5% | +9.1% |
| 6M | -5.0% | +7.5% | -12.4% | -7.4% |
| YTD | -27.6% | +9.9% | -37.6% | -30.4% |
| 1Y | -20.7% | +7.6% | -28.2% | -23.1% |
| 3Y | +26.6% | +56.2% | -29.6% | +3.2% |
| All | -7.7% | +99.6% | -107.3% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling