+30.7%
ONTO vs GGLL
+151.4%
-120.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.6% | -4.5% | -11.1% | -14.1% |
| 7D | -29.7% | -1.3% | -28.4% | -29.4% |
| 30D | -50.3% | -36.3% | -14.0% | -43.0% |
| 3M | -43.5% | -42.7% | -0.8% | -33.7% |
| 6M | -48.9% | -53.1% | +4.2% | -37.1% |
| YTD | -1.2% | -32.1% | +30.9% | +1.6% |
| 1Y | +14.9% | -20.1% | +35.0% | +9.0% |
| All | +30.7% | +151.4% | -120.8% | -23.7% |
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