+143.6%
ONTO vs GTLB
-63.6%
+207.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.4% | +7.5% | +8.6% |
| 7D | +16.4% | -9.6% | +26.0% | +19.3% |
| 30D | -21.4% | -15.5% | -5.9% | -18.2% |
| 3M | -32.7% | +12.4% | -45.1% | -35.1% |
| 6M | -25.2% | +84.6% | -109.8% | -37.0% |
| YTD | +36.2% | +26.1% | +10.1% | +23.9% |
| 1Y | +61.2% | +1.7% | +59.5% | +54.5% |
| 3Y | +58.7% | +6.1% | +52.6% | +44.7% |
| 5Y | +143.6% | -61.1% | +204.8% | +123.2% |
| All | +143.6% | -63.6% | +207.2% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling