+461.3%
GS vs ONTO
+658.6%
-197.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -1.7% |
| 7D | +0.9% | -1.0% | +2.0% | +1.1% |
| 30D | -1.6% | -2.9% | +1.3% | -1.8% |
| 3M | -4.5% | -2.5% | -2.0% | -7.0% |
| 6M | +20.9% | +28.2% | -7.3% | +7.2% |
| YTD | +19.9% | +69.8% | -49.9% | -2.5% |
| 1Y | +41.4% | +162.9% | -121.5% | -0.3% |
| 3Y | +239.2% | +95.9% | +143.2% | +130.6% |
| 5Y | +185.0% | +244.5% | -59.4% | +43.3% |
| All | +461.3% | +658.6% | -197.3% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling