+195.8%
GGLL vs IONS
-26.0%
+221.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +23.8% | +6.7% |
| 7D | +6.3% | -24.8% | +31.2% | +11.8% |
| 30D | -35.1% | -31.5% | -3.6% | -30.4% |
| 3M | -37.7% | -45.2% | +7.5% | -30.2% |
| 6M | -54.1% | -59.1% | +5.0% | -46.0% |
| YTD | -29.4% | -60.8% | +31.4% | -16.3% |
| 1Y | -13.4% | -57.9% | +44.5% | +1.0% |
| 3Y | +158.3% | -34.5% | +192.8% | +159.5% |
| All | +195.8% | -26.0% | +221.8% | +182.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling