+503.9%
GLW vs ONTO
+658.6%
-154.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.5% | +3.4% |
| 7D | +3.8% | -1.0% | +4.8% | +4.2% |
| 30D | -1.3% | -2.9% | +1.5% | -0.6% |
| 3M | -21.8% | -2.5% | -19.3% | -20.1% |
| 6M | +6.9% | +28.2% | -21.3% | +0.5% |
| YTD | +77.2% | +69.8% | +7.4% | +52.6% |
| 1Y | +123.2% | +162.9% | -39.6% | +67.9% |
| 3Y | +400.0% | +95.9% | +304.0% | +266.5% |
| 5Y | +342.8% | +244.5% | +98.3% | +142.7% |
| All | +503.9% | +658.6% | -154.7% | +105.6% |
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