+135.8%
IONQ vs GGLL
+151.4%
-15.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.5% | -6.1% | -8.7% |
| 7D | -16.7% | -1.3% | -15.4% | -16.2% |
| 30D | -38.9% | -36.3% | -2.7% | -28.1% |
| 3M | -33.8% | -42.7% | +8.9% | -19.3% |
| 6M | -44.9% | -53.1% | +8.1% | -29.2% |
| YTD | -41.1% | -32.1% | -9.0% | -38.0% |
| 1Y | -52.3% | -20.1% | -32.2% | -54.1% |
| All | +135.8% | +151.4% | -15.7% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling