-0.9%
GD vs ONTO
+25.7%
-26.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -7.9% | -1.7% |
| 7D | -5.3% | -1.0% | -4.2% | -5.2% |
| 30D | -6.4% | -2.9% | -3.5% | -6.5% |
| 3M | +5.7% | -2.5% | +8.2% | +4.0% |
| 6M | -0.9% | +28.2% | -29.2% | -3.7% |
| All | -0.9% | +25.7% | -26.7% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling