+194.0%
GGLL vs IONS
-32.7%
+226.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.5% | +1.2% |
| 7D | +5.1% | -30.3% | +35.4% | +12.0% |
| 30D | -35.5% | -37.7% | +2.3% | -29.5% |
| 3M | -39.2% | -50.5% | +11.3% | -30.6% |
| 6M | -54.4% | -62.8% | +8.4% | -45.3% |
| YTD | -29.8% | -64.4% | +34.5% | -15.3% |
| 1Y | -20.4% | -59.5% | +39.1% | -6.5% |
| 3Y | +149.7% | -39.2% | +188.9% | +154.0% |
| All | +194.0% | -32.7% | +226.7% | +185.4% |
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