+121.8%
GLDM vs IONS
+17.1%
+104.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +4.7% | -9.4% | +14.1% | +5.1% |
| 30D | -0.9% | -10.7% | +9.9% | -0.4% |
| 3M | -4.3% | -27.7% | +23.3% | -3.0% |
| 6M | -13.4% | -48.7% | +35.3% | -11.2% |
| YTD | -5.8% | -50.2% | +44.4% | -3.3% |
| 1Y | +2.1% | -46.8% | +48.9% | +4.5% |
| 3Y | +105.0% | -14.8% | +119.9% | +106.3% |
| All | +121.8% | +17.1% | +104.6% | +123.6% |
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