-6.0%
ON vs GGLL
+188.6%
-194.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | -11.7% | +3.1% | -14.8% | -12.4% |
| 30D | -23.3% | -36.3% | +13.1% | -13.7% |
| 3M | -19.2% | -40.4% | +21.2% | -8.1% |
| 6M | -40.1% | -54.6% | +14.5% | -27.0% |
| YTD | +16.9% | -31.1% | +48.1% | +21.5% |
| 1Y | +29.7% | -19.2% | +48.9% | +26.3% |
| 3Y | -4.4% | +151.5% | -155.9% | -45.6% |
| All | -6.0% | +188.6% | -194.6% | -53.4% |
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 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