+19.7%
GS vs ONTO
+46.1%
-26.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -8.7% | +12.2% | +5.4% |
| 7D | +0.3% | -17.4% | +17.7% | +4.2% |
| 30D | +3.9% | -43.2% | +47.1% | +16.8% |
| 3M | -11.4% | -35.7% | +24.3% | -4.3% |
| 6M | +3.7% | -38.3% | +42.0% | +9.7% |
| YTD | +7.1% | +17.1% | -10.0% | -7.6% |
| 1Y | +19.7% | +43.1% | -23.5% | -2.4% |
| All | +19.7% | +46.1% | -26.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling