-20.4%
GGLL vs IONS
-59.8%
+39.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.1% | +8.5% | +0.8% |
| 7D | +5.1% | -30.3% | +35.4% | +10.7% |
| 30D | -35.5% | -37.7% | +2.3% | -30.3% |
| 3M | -39.2% | -50.5% | +11.3% | -31.8% |
| 6M | -54.4% | -62.8% | +8.4% | -46.9% |
| YTD | -29.8% | -64.4% | +34.5% | -19.2% |
| 1Y | -20.4% | -59.5% | +39.1% | -19.8% |
| All | -20.4% | -59.8% | +39.3% | -19.8% |
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