-7.8%
ONON vs GGLL
+247.9%
-255.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -1.7% | +1.9% | -3.5% | -2.1% |
| 30D | -27.4% | -9.7% | -17.6% | -25.5% |
| 3M | -26.5% | -18.0% | -8.5% | -23.9% |
| 6M | -34.2% | +15.3% | -49.5% | -37.3% |
| YTD | -41.3% | +2.2% | -43.5% | -42.8% |
| 1Y | -39.7% | +73.1% | -112.8% | -48.8% |
| 3Y | -7.8% | +242.7% | -250.5% | -39.8% |
| All | -7.8% | +247.9% | -255.8% | -39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling