+2.6%
ON vs GGLL
+195.8%
-193.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.5% | +6.7% | +8.4% |
| 7D | -1.4% | +6.3% | -7.8% | -3.1% |
| 30D | -10.9% | -35.1% | +24.2% | -0.3% |
| 3M | -14.9% | -37.7% | +22.8% | -4.3% |
| 6M | -33.0% | -54.1% | +21.1% | -18.6% |
| YTD | +27.6% | -29.4% | +57.1% | +31.7% |
| 1Y | +44.5% | -13.4% | +57.9% | +37.6% |
| 3Y | +7.4% | +158.3% | -150.9% | -39.4% |
| All | +2.6% | +195.8% | -193.2% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling