-35.4%
GIS vs ONTO
+113.5%
-148.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.7% |
| 7D | -8.6% | +9.4% | -18.0% | -7.8% |
| 30D | -0.5% | -4.4% | +4.0% | -0.6% |
| 3M | +11.9% | +1.6% | +10.3% | +13.2% |
| 6M | -11.6% | +45.3% | -56.8% | -7.8% |
| YTD | -16.3% | +76.4% | -92.7% | -11.2% |
| 1Y | -21.8% | +167.2% | -188.9% | -14.4% |
| All | -35.4% | +113.5% | -148.9% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling