-21.7%
ONON vs GPN
-42.9%
+21.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -2.1% | -4.6% | +2.5% | +0.3% |
| 30D | -11.6% | -0.3% | -11.3% | -11.7% |
| 3M | -30.1% | +35.4% | -65.5% | -40.6% |
| 6M | -30.5% | +21.7% | -52.2% | -38.0% |
| YTD | -41.0% | +14.9% | -55.9% | -46.3% |
| 1Y | -36.7% | +3.2% | -39.9% | -39.2% |
| 3Y | -8.6% | -27.1% | +18.5% | +3.4% |
| All | -21.7% | -42.9% | +21.3% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling