-36.7%
ONON vs GFS
+47.5%
-84.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.9% |
| 7D | -2.1% | +3.8% | -5.9% | -2.4% |
| 30D | -11.6% | -11.7% | +0.1% | -10.6% |
| 3M | -30.1% | -41.8% | +11.7% | -25.7% |
| 6M | -30.5% | +6.6% | -37.1% | -35.4% |
| YTD | -41.0% | +34.6% | -75.7% | -47.1% |
| 1Y | -36.7% | +46.2% | -82.9% | -44.6% |
| All | -36.7% | +47.5% | -84.2% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling