-23.3%
ONON vs GPC
+29.5%
-52.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -5.3% | -1.8% | -3.6% | -4.5% |
| 30D | -13.1% | +0.1% | -13.2% | -13.2% |
| 3M | -29.3% | +37.4% | -66.7% | -39.6% |
| 6M | -34.5% | +25.4% | -60.0% | -41.7% |
| YTD | -42.2% | +12.2% | -54.4% | -47.0% |
| 1Y | -37.3% | -0.3% | -37.0% | -38.8% |
| 3Y | -9.3% | -1.6% | -7.7% | -16.4% |
| All | -23.3% | +29.5% | -52.8% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling