+217.5%
GGLL vs IONS
-34.8%
+252.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +4.2% |
| 7D | +11.5% | -29.6% | +41.1% | +18.5% |
| 30D | -31.2% | -35.6% | +4.3% | -25.5% |
| 3M | -28.7% | -51.7% | +23.0% | -18.3% |
| 6M | -47.2% | -64.0% | +16.8% | -36.3% |
| YTD | -24.3% | -65.5% | +41.2% | -8.1% |
| 1Y | -12.0% | -62.4% | +50.4% | +4.9% |
| 3Y | +169.6% | -41.1% | +210.7% | +175.8% |
| All | +217.5% | -34.8% | +252.3% | +209.9% |
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