+165.5%
GGLL vs IONS
-36.9%
+202.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -3.2% |
| 7D | +7.7% | -26.3% | +34.0% | +12.8% |
| 30D | -30.2% | -31.9% | +1.7% | -25.6% |
| 3M | -31.3% | -48.0% | +16.7% | -23.3% |
| 6M | -52.1% | -62.6% | +10.5% | -43.5% |
| YTD | -25.9% | -63.3% | +37.4% | -12.5% |
| 1Y | -8.5% | -58.4% | +49.9% | +5.4% |
| 3Y | +165.5% | -38.2% | +203.8% | +173.0% |
| All | +165.5% | -36.9% | +202.4% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling