+184.7%
GGLL vs IONS
-7.4%
+192.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -3.8% |
| 7D | -1.3% | -12.6% | +11.3% | +1.6% |
| 30D | -36.3% | -11.8% | -24.4% | -34.5% |
| 3M | -42.7% | -28.4% | -14.3% | -38.7% |
| 6M | -53.1% | -48.4% | -4.6% | -46.8% |
| YTD | -32.1% | -51.0% | +18.9% | -22.4% |
| 1Y | -20.1% | -48.0% | +28.0% | -9.9% |
| 3Y | +151.7% | -17.8% | +169.5% | +143.4% |
| All | +184.7% | -7.4% | +192.0% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling