+400.9%
GS vs ONTO
+508.7%
-107.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.9% | -7.1% | -0.6% |
| 7D | -0.1% | +16.4% | -16.5% | -4.7% |
| 30D | +3.7% | -21.4% | +25.1% | +9.4% |
| 3M | -10.0% | -32.7% | +22.8% | -1.8% |
| 6M | -1.0% | -25.2% | +24.2% | +1.6% |
| YTD | +7.0% | +36.2% | -29.3% | -9.2% |
| 1Y | +16.6% | +61.2% | -44.5% | -6.0% |
| 3Y | +204.4% | +58.7% | +145.8% | +116.7% |
| 5Y | +160.0% | +143.6% | +16.4% | +45.0% |
| All | +400.9% | +508.7% | -107.9% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling