+138.6%
ONTO vs GTLB
-49.0%
+187.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -1.8% | +12.9% | +11.5% |
| 7D | -14.0% | -11.1% | -2.9% | -11.5% |
| 30D | -43.1% | -7.5% | -35.6% | -42.0% |
| 3M | -35.5% | +34.8% | -70.3% | -40.2% |
| 6M | -41.1% | +98.0% | -139.1% | -51.1% |
| YTD | +9.8% | +28.1% | -18.4% | -0.4% |
| 1Y | +31.5% | +5.6% | +26.0% | +25.0% |
| 3Y | +45.2% | +15.9% | +29.2% | +30.0% |
| 5Y | +86.7% | -61.1% | +147.8% | +69.3% |
| All | +138.6% | -49.0% | +187.6% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling