-8.6%
ONON vs GFI
+287.6%
-296.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -2.1% | -4.9% | +2.8% | -1.6% |
| 30D | -11.6% | +10.7% | -22.3% | -12.6% |
| 3M | -30.1% | +25.6% | -55.7% | -31.8% |
| 6M | -30.5% | -8.3% | -22.2% | -30.7% |
| YTD | -41.0% | +6.3% | -47.3% | -41.9% |
| 1Y | -36.7% | +22.1% | -58.8% | -38.3% |
| 3Y | -8.6% | +289.2% | -297.8% | -19.8% |
| All | -8.6% | +287.6% | -296.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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