-7.2%
GIS vs ONTO
+661.2%
-668.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -3.2% |
| 7D | -8.4% | +6.5% | -14.9% | -8.2% |
| 30D | -5.2% | -15.9% | +10.7% | -5.7% |
| 3M | +8.2% | -0.2% | +8.3% | +8.5% |
| 6M | -12.0% | +38.7% | -50.8% | -10.9% |
| YTD | -18.9% | +70.4% | -89.2% | -17.4% |
| 1Y | -23.6% | +153.6% | -177.2% | -21.7% |
| 3Y | -37.6% | +109.2% | -146.8% | -36.9% |
| 5Y | -25.2% | +249.7% | -274.9% | -26.1% |
| All | -7.2% | +661.2% | -668.4% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling