+52.7%
GSK vs ONTO
+658.6%
-605.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -2.3% |
| 7D | -1.8% | -1.0% | -0.8% | -1.8% |
| 30D | -2.2% | -2.9% | +0.7% | -2.3% |
| 3M | -1.8% | -2.5% | +0.6% | -2.8% |
| 6M | -10.6% | +28.2% | -38.8% | -13.8% |
| YTD | +4.4% | +69.8% | -65.4% | -1.7% |
| 1Y | +30.4% | +162.9% | -132.5% | +17.9% |
| 3Y | +60.1% | +95.9% | -35.9% | +41.5% |
| 5Y | +46.8% | +244.5% | -197.7% | +14.9% |
| All | +52.7% | +658.6% | -605.9% | -11.0% |
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