-10.5%
ONON vs GPC
-1.1%
-9.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -3.5% | -0.6% | -2.8% | -3.3% |
| 30D | -30.8% | +1.3% | -32.1% | -31.0% |
| 3M | -29.8% | +37.1% | -66.9% | -35.1% |
| 6M | -34.8% | +23.2% | -58.0% | -38.4% |
| YTD | -42.3% | +13.1% | -55.3% | -45.2% |
| 1Y | -39.5% | +0.9% | -40.4% | -41.1% |
| All | -10.5% | -1.1% | -9.4% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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