+157.4%
GS vs ONTO
+122.9%
+34.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | 0.0% |
| 7D | +1.6% | -2.4% | +4.0% | +1.6% |
| 30D | +1.7% | -32.9% | +34.6% | +10.0% |
| 3M | -11.6% | -32.2% | +20.6% | -5.4% |
| 6M | -1.9% | -30.6% | +28.7% | +2.1% |
| YTD | +5.1% | +25.1% | -20.1% | -5.6% |
| 1Y | +16.4% | +40.0% | -23.6% | +1.8% |
| 3Y | +199.0% | +45.7% | +153.2% | +135.8% |
| 5Y | +157.4% | +128.8% | +28.6% | +68.1% |
| All | +157.4% | +122.9% | +34.6% | +68.1% |
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