-20.3%
ONON vs GGLL
-15.1%
-5.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.5% | -8.3% | -5.3% |
| 7D | -11.9% | +11.5% | -23.4% | -13.6% |
| 30D | -6.8% | -31.2% | +24.4% | -0.9% |
| 3M | +6.6% | -28.7% | +35.3% | +12.0% |
| 6M | -2.2% | -47.2% | +44.9% | +8.9% |
| YTD | -28.9% | -24.3% | -4.6% | -28.8% |
| 1Y | -20.3% | -12.0% | -8.3% | -19.6% |
| All | -20.3% | -15.1% | -5.3% | -19.6% |
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 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