-12.0%
GGLL vs IONS
-61.6%
+49.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +4.1% |
| 7D | +11.5% | -29.6% | +41.1% | +16.9% |
| 30D | -31.2% | -35.6% | +4.3% | -26.3% |
| 3M | -28.7% | -51.7% | +23.0% | -19.8% |
| 6M | -47.2% | -64.0% | +16.8% | -38.2% |
| YTD | -24.3% | -65.5% | +41.2% | -12.5% |
| 1Y | -12.0% | -62.4% | +50.4% | -8.0% |
| All | -12.0% | -61.6% | +49.6% | -8.0% |
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 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