-23.6%
GIS vs ONTO
+156.1%
-179.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -3.5% |
| 7D | -8.4% | +6.5% | -14.9% | -7.6% |
| 30D | -5.2% | -15.9% | +10.7% | -6.9% |
| 3M | +8.2% | -0.2% | +8.3% | +9.3% |
| 6M | -12.0% | +38.7% | -50.8% | -6.9% |
| YTD | -18.9% | +70.4% | -89.2% | -10.8% |
| 1Y | -23.6% | +153.6% | -177.2% | -13.0% |
| All | -23.6% | +156.1% | -179.7% | -13.0% |
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