-17.4%
GIS vs ONTO
+46.1%
-63.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -8.7% | +13.9% | +3.8% |
| 7D | +8.5% | -17.4% | +25.8% | +5.6% |
| 30D | +15.3% | -43.2% | +58.5% | +7.3% |
| 3M | +0.9% | -35.7% | +36.7% | -4.0% |
| 6M | +7.9% | -38.3% | +46.2% | +3.4% |
| YTD | -17.6% | +17.1% | -34.7% | -12.8% |
| 1Y | -17.4% | +43.1% | -60.5% | -10.2% |
| All | -17.4% | +46.1% | -63.5% | -10.2% |
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