+141.0%
GS vs ONTO
+73.6%
+67.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.6% | +9.2% | -2.9% |
| 7D | -6.3% | -29.7% | +23.4% | +0.9% |
| 30D | -3.1% | -50.3% | +47.1% | +12.3% |
| 3M | -17.7% | -43.5% | +25.8% | -8.3% |
| 6M | -4.6% | -48.9% | +44.3% | +6.5% |
| YTD | +0.3% | -1.2% | +1.5% | -4.8% |
| 1Y | +11.7% | +14.9% | -3.2% | +2.2% |
| 3Y | +183.6% | +31.2% | +152.4% | +128.1% |
| 5Y | +141.0% | +68.1% | +72.9% | +69.7% |
| All | +141.0% | +73.6% | +67.4% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling