-7.8%
ONON vs GTLB
-50.0%
+42.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.0% |
| 7D | -1.7% | +4.6% | -6.2% | -3.1% |
| 30D | -27.4% | +21.0% | -48.4% | -31.8% |
| 3M | -26.5% | +51.7% | -78.2% | -35.9% |
| 6M | -34.2% | +89.3% | -123.5% | -47.4% |
| YTD | -41.3% | +25.6% | -67.0% | -47.4% |
| 1Y | -39.7% | -1.5% | -38.1% | -42.3% |
| 3Y | -7.8% | -9.9% | +2.1% | -16.4% |
| All | -7.8% | -50.0% | +42.2% | -15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling