-25.1%
ON vs GGLL
+245.5%
-270.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | +2.4% | -4.8% | +7.2% | +3.7% |
| 30D | -3.3% | -13.7% | +10.4% | +0.2% |
| 3M | -43.6% | -21.9% | -21.7% | -40.6% |
| 6M | +19.0% | +11.7% | +7.3% | +11.0% |
| YTD | +37.4% | +2.3% | +35.1% | +30.4% |
| 1Y | +54.8% | +76.2% | -21.4% | +22.6% |
| All | -25.1% | +245.5% | -270.6% | -55.2% |
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