-12.1%
GFS vs ONTO
+162.3%
-174.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.6% |
| 7D | -5.3% | -2.4% | -2.9% | -4.7% |
| 30D | -15.8% | -32.9% | +17.1% | +0.5% |
| 3M | -18.6% | -32.2% | +13.6% | -4.7% |
| 6M | -45.0% | -30.6% | -14.4% | -36.8% |
| YTD | +16.8% | +25.1% | -8.3% | +1.4% |
| 1Y | +17.8% | +40.0% | -22.2% | -3.2% |
| 3Y | -21.5% | +45.7% | -67.2% | -48.6% |
| 5Y | -29.3% | +128.8% | -158.1% | -68.8% |
| All | -12.1% | +162.3% | -174.4% | -64.1% |
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