+45.2%
ONTO vs GGLL
+154.9%
-109.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +1.4% | +9.7% | +10.6% |
| 7D | -14.0% | +3.1% | -17.1% | -14.9% |
| 30D | -43.1% | -36.3% | -6.7% | -34.7% |
| 3M | -35.5% | -40.4% | +4.8% | -25.4% |
| 6M | -41.1% | -54.6% | +13.5% | -26.3% |
| YTD | +9.8% | -31.1% | +40.9% | +12.4% |
| 1Y | +31.5% | -19.2% | +50.7% | +24.4% |
| 3Y | +45.2% | +151.5% | -106.4% | -15.6% |
| All | +45.2% | +154.9% | -109.8% | -15.6% |
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 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