-21.3%
GFS vs ONTO
+107.2%
-128.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -15.6% | +5.7% | -2.4% |
| 7D | -20.7% | -29.7% | +9.0% | -6.4% |
| 30D | -25.2% | -50.3% | +25.0% | +3.1% |
| 3M | -26.3% | -43.5% | +17.2% | -5.7% |
| 6M | -50.7% | -48.9% | -1.8% | -34.4% |
| YTD | +4.5% | -1.2% | +5.7% | +1.9% |
| 1Y | +2.5% | +14.9% | -12.4% | -7.2% |
| 3Y | -30.9% | +31.2% | -62.1% | -53.3% |
| 5Y | -42.6% | +68.1% | -110.7% | -69.8% |
| All | -21.3% | +107.2% | -128.5% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling