-12.2%
GGLL vs IONS
-44.5%
+32.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.6% |
| 7D | -23.1% | -10.6% | -12.5% | -21.3% |
| 30D | -32.9% | -7.7% | -25.2% | -31.7% |
| 3M | -44.9% | -27.1% | -17.8% | -42.0% |
| 6M | -49.5% | -46.8% | -2.7% | -44.6% |
| YTD | -28.9% | -49.2% | +20.3% | -22.3% |
| 1Y | -12.2% | -44.9% | +32.7% | -8.6% |
| All | -12.2% | -44.5% | +32.4% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 1y: compounded portfolio wealth divided by compounded IONS 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…
1y analysis · Full analysis span regression · 6 months rolling