-4.4%
ON vs GGLL
+154.9%
-159.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -11.7% | +3.1% | -14.8% | -12.3% |
| 30D | -23.3% | -36.3% | +13.1% | -15.1% |
| 3M | -19.2% | -40.4% | +21.2% | -9.6% |
| 6M | -40.1% | -54.6% | +14.5% | -28.7% |
| YTD | +16.9% | -31.1% | +48.1% | +20.7% |
| 1Y | +29.7% | -19.2% | +48.9% | +26.4% |
| 3Y | -4.4% | +151.5% | -155.9% | -38.6% |
| All | -4.4% | +154.9% | -159.4% | -38.6% |
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