+696.1%
ONTO vs GDDY
+49.6%
+646.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +4.0% |
| 7D | +4.9% | -3.2% | +8.1% | +5.8% |
| 30D | -16.6% | +6.8% | -23.4% | -19.5% |
| 3M | -7.3% | +30.5% | -37.8% | -21.1% |
| 6M | +45.9% | +13.3% | +32.6% | +29.0% |
| YTD | +78.2% | -21.0% | +99.1% | +85.1% |
| 1Y | +159.8% | -34.0% | +193.8% | +196.2% |
| 3Y | +123.4% | +33.1% | +90.4% | +65.9% |
| 5Y | +265.8% | +30.3% | +235.5% | +171.9% |
| All | +696.1% | +49.6% | +646.5% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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