-20.4%
ONON vs GFS
-2.1%
-18.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.3% |
| 7D | -3.5% | +4.5% | -8.0% | -5.0% |
| 30D | -30.8% | -8.2% | -22.6% | -28.8% |
| 3M | -29.8% | -38.9% | +9.0% | -17.8% |
| 6M | -34.8% | -2.9% | -31.9% | -39.2% |
| YTD | -42.3% | +31.8% | -74.0% | -54.0% |
| 1Y | -39.5% | +43.1% | -82.7% | -54.2% |
| 3Y | -9.3% | -20.6% | +11.4% | -14.6% |
| All | -20.4% | -2.1% | -18.2% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling