+54.9%
GSK vs ONTO
+508.7%
-453.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.9% | -10.1% | -1.7% |
| 7D | -1.1% | +16.4% | -17.4% | -1.9% |
| 30D | +7.8% | -21.4% | +29.3% | +8.9% |
| 3M | +0.3% | -32.7% | +33.1% | +1.9% |
| 6M | +3.4% | -25.2% | +28.6% | +3.3% |
| YTD | +5.9% | +36.2% | -30.3% | +0.3% |
| 1Y | +8.2% | +61.2% | -52.9% | +1.0% |
| 3Y | +65.3% | +58.7% | +6.6% | +47.3% |
| 5Y | +43.3% | +143.6% | -100.3% | +15.8% |
| All | +54.9% | +508.7% | -453.9% | -9.1% |
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 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