+142.5%
GLD vs ONTO
+243.6%
-101.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.1% |
| 7D | -0.5% | -1.0% | +0.5% | -0.5% |
| 30D | +4.4% | -2.9% | +7.3% | +4.4% |
| 3M | -1.1% | -2.5% | +1.4% | -1.5% |
| 6M | -13.8% | +28.2% | -42.0% | -15.0% |
| YTD | +2.6% | +69.8% | -67.1% | +0.5% |
| 1Y | +24.5% | +162.9% | -138.4% | +20.9% |
| 3Y | +125.8% | +95.9% | +29.9% | +120.3% |
| All | +142.5% | +243.6% | -101.1% | +131.8% |
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