+33.8%
ONDS vs GGLL
+64.8%
-31.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.5% | +0.2% | -3.1% |
| 7D | -4.2% | -3.9% | -0.3% | -3.2% |
| 30D | -21.7% | -15.4% | -6.3% | -18.5% |
| 3M | -24.5% | -21.9% | -2.6% | -20.0% |
| 6M | -25.0% | +4.5% | -29.5% | -29.7% |
| YTD | -25.3% | -2.4% | -22.9% | -28.9% |
| 1Y | +33.8% | +57.8% | -24.0% | +3.3% |
| All | +33.8% | +64.8% | -31.1% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling