+33.0%
ONDS vs GGLL
+195.8%
-162.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.4% | +11.0% |
| 7D | +3.8% | +6.3% | -2.5% | +1.7% |
| 30D | -11.3% | -35.1% | +23.8% | +1.4% |
| 3M | -34.5% | -37.7% | +3.2% | -24.6% |
| 6M | -34.1% | -54.1% | +20.0% | -17.0% |
| YTD | -38.8% | -29.4% | -9.4% | -36.1% |
| 1Y | +2.8% | -13.4% | +16.2% | -1.1% |
| 3Y | +1,111.0% | +158.3% | +952.6% | +599.7% |
| All | +33.0% | +195.8% | -162.8% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling