-44.7%
IONQ vs GGLL
-11.6%
-33.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | -3.0% |
| 7D | -8.9% | -23.1% | +14.2% | -4.1% |
| 30D | -31.3% | -32.9% | +1.6% | -25.0% |
| 3M | -29.2% | -44.9% | +15.7% | -19.2% |
| 6M | -35.4% | -49.5% | +14.1% | -26.2% |
| YTD | -34.2% | -28.9% | -5.3% | -35.7% |
| 1Y | -44.7% | -12.2% | -32.5% | -53.4% |
| All | -44.7% | -11.6% | -33.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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