+315.4%
GLW vs ONTO
+390.5%
-75.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.1% | -8.5% | -1.7% |
| 7D | -13.9% | -14.0% | +0.1% | -8.9% |
| 30D | -35.0% | -43.1% | +8.1% | -19.5% |
| 3M | -32.4% | -35.5% | +3.2% | -20.2% |
| 6M | -41.3% | -41.1% | -0.3% | -27.5% |
| YTD | +21.8% | +9.8% | +12.1% | +24.1% |
| 1Y | +21.8% | +31.5% | -9.7% | +17.4% |
| 3Y | +307.7% | +45.2% | +262.5% | +239.1% |
| 5Y | +213.7% | +86.7% | +127.0% | +119.6% |
| All | +315.4% | +390.5% | -75.1% | +67.3% |
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