-21.7%
ONON vs GPN
-42.8%
+21.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | -4.3% | +2.3% | +0.2% |
| 30D | -11.6% | 0.0% | -11.6% | -11.8% |
| 3M | -30.1% | +35.8% | -65.9% | -40.7% |
| 6M | -30.5% | +22.0% | -52.5% | -38.1% |
| YTD | -41.0% | +15.2% | -56.2% | -46.4% |
| 1Y | -36.7% | +3.5% | -40.2% | -39.2% |
| 3Y | -8.6% | -26.9% | +18.3% | +3.3% |
| All | -21.7% | -42.8% | +21.1% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling