+96.7%
GD vs ONTO
+73.6%
+23.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.6% | +13.3% | -1.6% |
| 7D | -3.9% | -29.7% | +25.8% | -2.3% |
| 30D | +8.1% | -50.3% | +58.3% | +11.6% |
| 3M | -6.8% | -43.5% | +36.7% | -4.7% |
| 6M | +3.0% | -48.9% | +51.9% | +5.1% |
| YTD | +7.8% | -1.2% | +8.9% | +4.5% |
| 1Y | +5.8% | +14.9% | -9.1% | +1.4% |
| 3Y | +55.3% | +31.2% | +24.1% | +42.0% |
| 5Y | +96.7% | +68.1% | +28.6% | +68.6% |
| All | +96.7% | +73.6% | +23.1% | +68.6% |
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