+69.7%
ONDS vs GGLL
+328.7%
-259.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.7% |
| 7D | -3.5% | -4.8% | +1.2% | -1.8% |
| 30D | -14.1% | -13.7% | -0.4% | -9.9% |
| 3M | -36.3% | -21.9% | -14.5% | -31.9% |
| 6M | -27.5% | +11.7% | -39.2% | -33.5% |
| YTD | -21.9% | +2.3% | -24.2% | -26.9% |
| 1Y | +43.0% | +76.2% | -33.2% | +6.7% |
| 3Y | +697.1% | +245.0% | +452.1% | +329.7% |
| All | +69.7% | +328.7% | -259.0% | -19.5% |
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