-33.5%
GIS vs ONTO
+142.3%
-175.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.9% | -10.0% | -0.4% |
| 7D | -4.6% | +16.4% | -20.9% | -3.0% |
| 30D | +6.6% | -21.4% | +28.0% | +5.5% |
| 3M | -8.1% | -32.7% | +24.7% | -9.7% |
| 6M | +4.9% | -25.2% | +30.1% | +4.7% |
| YTD | -21.4% | +36.2% | -57.6% | -18.6% |
| 1Y | -21.6% | +61.2% | -82.8% | -18.1% |
| 3Y | -39.3% | +58.7% | -97.9% | -36.4% |
| All | -33.5% | +142.3% | -175.9% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling