-17.5%
GFS vs ONTO
+60.0%
-77.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.9% | -3.4% | +1.7% |
| 7D | +6.2% | +16.4% | -10.1% | -0.9% |
| 30D | -11.4% | -21.4% | +10.1% | -2.9% |
| 3M | -15.5% | -32.7% | +17.3% | -2.2% |
| 6M | -42.6% | -25.2% | -17.4% | -36.9% |
| YTD | +23.2% | +36.2% | -13.0% | +8.6% |
| 1Y | +23.6% | +61.2% | -37.6% | +2.6% |
| All | -17.5% | +60.0% | -77.5% | -45.4% |
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 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