-24.9%
GFS vs ONTO
+45.4%
-70.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +11.1% | -4.9% | +1.5% |
| 7D | -7.8% | -14.0% | +6.2% | -2.1% |
| 30D | -19.7% | -43.1% | +23.4% | +0.8% |
| 3M | -23.1% | -35.5% | +12.4% | -9.4% |
| 6M | -46.4% | -41.1% | -5.3% | -34.7% |
| YTD | +11.0% | +9.8% | +1.3% | +7.6% |
| 1Y | +12.6% | +31.5% | -18.9% | +2.2% |
| 3Y | -24.9% | +45.2% | -70.1% | -43.6% |
| All | -24.9% | +45.4% | -70.3% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling