+3.3%
ON vs GGLL
+157.4%
-154.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -4.1% | +5.1% | -9.2% | -5.2% |
| 30D | -10.2% | -35.5% | +25.3% | -1.0% |
| 3M | -12.7% | -39.2% | +26.4% | -2.9% |
| 6M | -32.5% | -54.4% | +21.8% | -19.8% |
| YTD | +28.6% | -29.8% | +58.4% | +32.1% |
| 1Y | +43.4% | -20.4% | +63.8% | +40.8% |
| 3Y | +3.3% | +149.7% | -146.4% | -31.9% |
| All | +3.3% | +157.4% | -154.1% | -31.9% |
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