+688.0%
ONTO vs GFI
+896.4%
-208.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +9.4% | +4.7% | +4.7% | +8.5% |
| 30D | -4.4% | +14.4% | -18.9% | -6.6% |
| 3M | +1.6% | +32.5% | -30.9% | -3.2% |
| 6M | +45.3% | -7.2% | +52.4% | +45.4% |
| YTD | +76.4% | +10.9% | +65.5% | +72.0% |
| 1Y | +167.2% | +35.5% | +131.7% | +152.9% |
| 3Y | +116.6% | +312.1% | -195.6% | +71.4% |
| 5Y | +263.7% | +524.6% | -260.9% | +157.8% |
| All | +688.0% | +896.4% | -208.5% | +406.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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