+10.4%
ON vs GGLL
+328.7%
-318.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.7% |
| 7D | +2.4% | -4.8% | +7.2% | +3.9% |
| 30D | -3.3% | -13.7% | +10.4% | +0.7% |
| 3M | -43.6% | -21.9% | -21.7% | -40.2% |
| 6M | +19.0% | +11.7% | +7.3% | +10.0% |
| YTD | +37.4% | +2.3% | +35.1% | +29.6% |
| 1Y | +54.8% | +76.2% | -21.4% | +19.0% |
| 3Y | -25.2% | +245.0% | -270.2% | -60.2% |
| All | +10.4% | +328.7% | -318.3% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling