+185.8%
GS vs ONTO
+45.4%
+140.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.1% | -11.4% | -2.6% |
| 7D | -3.2% | -14.0% | +10.8% | -0.6% |
| 30D | -2.4% | -43.1% | +40.7% | +8.8% |
| 3M | -15.7% | -35.5% | +19.8% | -9.5% |
| 6M | -6.8% | -41.1% | +34.3% | +0.1% |
| YTD | -0.1% | +9.8% | -9.8% | -6.8% |
| 1Y | +12.1% | +31.5% | -19.4% | +0.5% |
| 3Y | +185.8% | +45.2% | +140.6% | +135.3% |
| All | +185.8% | +45.4% | +140.4% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling