+93.8%
GD vs ONTO
+84.2%
+9.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.1% | -11.7% | -1.2% |
| 7D | -5.0% | -14.0% | +9.1% | -4.4% |
| 30D | +8.9% | -43.1% | +52.0% | +11.7% |
| 3M | -8.0% | -35.5% | +27.5% | -6.6% |
| 6M | +2.9% | -41.1% | +44.0% | +4.1% |
| YTD | +7.1% | +9.8% | -2.7% | +3.2% |
| 1Y | +5.9% | +31.5% | -25.6% | +0.8% |
| 3Y | +53.9% | +45.2% | +8.7% | +39.9% |
| All | +93.8% | +84.2% | +9.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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