+395.3%
GS vs ONTO
+476.3%
-81.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.1% |
| 7D | +5.9% | +17.5% | -11.6% | +1.1% |
| 30D | +4.3% | -15.7% | +20.0% | +8.0% |
| 3M | -11.7% | -39.7% | +28.1% | -0.7% |
| 6M | -3.2% | -26.5% | +23.3% | -0.3% |
| YTD | +5.8% | +29.0% | -23.2% | -8.9% |
| 1Y | +16.0% | +57.0% | -40.9% | -5.9% |
| 3Y | +199.8% | +50.0% | +149.8% | +116.7% |
| 5Y | +155.5% | +127.3% | +28.3% | +45.5% |
| All | +395.3% | +476.3% | -81.0% | +48.5% |
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