+164.9%
GLD vs ONTO
+390.5%
-225.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.1% | -11.9% | -1.3% |
| 7D | +4.7% | -14.0% | +18.7% | +5.2% |
| 30D | -0.9% | -43.1% | +42.2% | +1.4% |
| 3M | -4.4% | -35.5% | +31.1% | -2.9% |
| 6M | -13.6% | -41.1% | +27.5% | -12.3% |
| YTD | -6.0% | +9.8% | -15.8% | -6.8% |
| 1Y | +1.8% | +31.5% | -29.8% | +0.3% |
| 3Y | +103.2% | +45.2% | +58.0% | +97.5% |
| 5Y | +119.3% | +86.7% | +32.6% | +108.9% |
| All | +164.9% | +390.5% | -225.6% | +127.6% |
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