-22.1%
ONON vs GPC
+29.4%
-51.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.2% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -27.4% | -0.4% | -27.0% | -27.3% |
| 3M | -26.5% | +39.2% | -65.7% | -37.5% |
| 6M | -34.2% | +18.2% | -52.5% | -39.8% |
| YTD | -41.3% | +12.1% | -53.4% | -46.1% |
| 1Y | -39.7% | -0.7% | -39.0% | -41.0% |
| 3Y | -7.8% | -1.7% | -6.2% | -15.0% |
| All | -22.1% | +29.4% | -51.5% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling