+17.8%
GFS vs ONTO
+36.2%
-18.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.7% |
| 7D | -5.3% | -2.4% | -2.9% | -4.7% |
| 30D | -15.8% | -32.9% | +17.1% | +2.4% |
| 3M | -18.6% | -32.2% | +13.6% | -3.3% |
| 6M | -45.0% | -30.6% | -14.4% | -36.0% |
| YTD | +16.8% | +25.1% | -8.3% | +3.8% |
| 1Y | +17.8% | +40.0% | -22.2% | +0.8% |
| All | +17.8% | +36.2% | -18.4% | +0.8% |
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