+12.6%
GFS vs ONTO
+27.4%
-14.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.1% | -4.9% | +0.3% |
| 7D | -7.8% | -14.0% | +6.2% | -0.7% |
| 30D | -19.7% | -43.1% | +23.4% | +6.6% |
| 3M | -23.1% | -35.5% | +12.4% | -6.5% |
| 6M | -46.4% | -41.1% | -5.3% | -32.0% |
| YTD | +11.0% | +9.8% | +1.3% | +7.6% |
| 1Y | +12.6% | +31.5% | -18.9% | +4.4% |
| All | +12.6% | +27.4% | -14.7% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling