-4.8%
GFS vs ONTO
+25.7%
-30.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.2% | -4.6% | -2.1% |
| 7D | +1.0% | -1.0% | +2.0% | +1.5% |
| 30D | -8.6% | -2.9% | -5.7% | -8.5% |
| 3M | -46.5% | -2.5% | -44.1% | -47.1% |
| 6M | -4.8% | +28.2% | -33.0% | -19.4% |
| All | -4.8% | +25.7% | -30.6% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling