-7.3%
ONON vs GTLB
-50.1%
+42.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.7% | +2.3% |
| 7D | -2.1% | -5.7% | +3.6% | -0.4% |
| 30D | -11.6% | +15.1% | -26.8% | -15.5% |
| 3M | -30.1% | +65.5% | -95.6% | -40.5% |
| 6M | -30.5% | +102.9% | -133.4% | -45.6% |
| YTD | -41.0% | +25.2% | -66.2% | -47.0% |
| 1Y | -36.7% | -5.5% | -31.2% | -38.7% |
| 3Y | -8.6% | -10.9% | +2.3% | -16.8% |
| All | -7.3% | -50.1% | +42.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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