+508.7%
ONTO vs GFI
+713.9%
-205.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -1.5% | +10.4% | +9.1% |
| 7D | +16.4% | +2.2% | +14.2% | +15.9% |
| 30D | -21.4% | +2.2% | -23.6% | -21.8% |
| 3M | -32.7% | -4.6% | -28.1% | -32.5% |
| 6M | -25.2% | -16.7% | -8.5% | -23.7% |
| YTD | +36.2% | -9.5% | +45.7% | +36.8% |
| 1Y | +61.2% | -6.8% | +68.0% | +61.0% |
| 3Y | +58.7% | +223.7% | -165.0% | +30.4% |
| 5Y | +143.6% | +321.8% | -178.2% | +83.6% |
| All | +508.7% | +713.9% | -205.2% | +303.0% |
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