-6.2%
IONQ vs GGLL
+80.0%
-86.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.0% |
| 7D | +0.8% | -4.8% | +5.6% | +2.3% |
| 30D | -1.0% | -13.7% | +12.7% | +3.1% |
| 3M | -39.8% | -21.9% | -18.0% | -36.0% |
| 6M | +6.4% | +11.7% | -5.2% | -5.2% |
| YTD | -11.9% | +2.3% | -14.2% | -21.0% |
| 1Y | -6.2% | +76.2% | -82.3% | -44.4% |
| All | -6.2% | +80.0% | -86.1% | -44.4% |
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