+92.1%
ONON vs GGLL
+195.8%
-103.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.2% |
| 7D | +5.7% | +6.3% | -0.7% | +4.0% |
| 30D | +7.0% | -35.1% | +42.1% | +17.9% |
| 3M | -0.1% | -37.7% | +37.6% | +11.4% |
| 6M | +6.5% | -54.1% | +60.6% | +26.9% |
| YTD | -19.3% | -29.4% | +10.2% | -16.0% |
| 1Y | +7.2% | -13.4% | +20.6% | +4.0% |
| 3Y | +39.1% | +158.3% | -119.2% | -19.1% |
| All | +92.1% | +195.8% | -103.7% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling