+47.6%
ON vs GGLL
-11.6%
+59.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.5% | -8.4% | -2.9% |
| 7D | -5.8% | -23.1% | +17.3% | -2.6% |
| 30D | -17.1% | -32.9% | +15.8% | -12.2% |
| 3M | -11.8% | -44.9% | +33.1% | -3.5% |
| 6M | -30.2% | -49.5% | +19.3% | -22.3% |
| YTD | +31.6% | -28.9% | +60.5% | +29.0% |
| 1Y | +47.6% | -12.2% | +59.7% | +36.5% |
| All | +47.6% | -11.6% | +59.2% | +36.5% |
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 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