-16.4%
GFS vs ONTO
+130.2%
-146.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.1% | -4.9% | +0.9% |
| 7D | -7.8% | -14.0% | +6.2% | -1.3% |
| 30D | -19.7% | -43.1% | +23.4% | +3.8% |
| 3M | -23.1% | -35.5% | +12.4% | -7.7% |
| 6M | -46.4% | -41.1% | -5.3% | -33.3% |
| YTD | +11.0% | +9.8% | +1.3% | +2.9% |
| 1Y | +12.6% | +31.5% | -18.9% | -4.4% |
| 3Y | -24.9% | +45.2% | -70.1% | -51.6% |
| 5Y | -39.1% | +86.7% | -125.8% | -69.5% |
| All | -16.4% | +130.2% | -146.6% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling