-1.2%
GIS vs ONTO
+658.6%
-659.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.6% | -2.2% |
| 7D | -7.8% | -1.0% | -6.8% | -7.9% |
| 30D | +6.6% | -2.9% | +9.5% | +6.6% |
| 3M | +21.0% | -2.5% | +23.4% | +21.3% |
| 6M | -9.1% | +28.2% | -37.3% | -8.1% |
| YTD | -13.6% | +69.8% | -83.4% | -12.1% |
| 1Y | -18.0% | +162.9% | -180.9% | -15.9% |
| 3Y | -33.7% | +95.9% | -129.6% | -32.8% |
| 5Y | -19.4% | +244.5% | -263.9% | -20.4% |
| All | -1.2% | +658.6% | -659.8% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling