-8.6%
ONON vs GPN
-27.4%
+18.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | -4.3% | +2.3% | -0.3% |
| 30D | -11.6% | 0.0% | -11.6% | -11.8% |
| 3M | -30.1% | +35.8% | -65.9% | -38.4% |
| 6M | -30.5% | +22.0% | -52.5% | -36.5% |
| YTD | -41.0% | +15.2% | -56.2% | -45.1% |
| 1Y | -36.7% | +3.5% | -40.2% | -38.6% |
| 3Y | -8.6% | -26.9% | +18.3% | -4.9% |
| All | -8.6% | -27.4% | +18.8% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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