+151.5%
GGLL vs IONS
-16.4%
+167.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +3.1% | -9.4% | +12.5% | +5.1% |
| 30D | -36.3% | -10.7% | -25.6% | -34.9% |
| 3M | -40.4% | -27.7% | -12.7% | -36.8% |
| 6M | -54.6% | -48.7% | -5.9% | -49.1% |
| YTD | -31.1% | -50.2% | +19.0% | -22.5% |
| 1Y | -19.2% | -46.8% | +27.6% | -10.3% |
| 3Y | +151.5% | -14.8% | +166.4% | +146.8% |
| All | +151.5% | -16.4% | +167.9% | +146.8% |
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 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