+297.3%
ONTO vs GGLL
+328.7%
-31.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.0% |
| 7D | -1.0% | -4.8% | +3.7% | +0.6% |
| 30D | -2.9% | -13.7% | +10.8% | +1.5% |
| 3M | -2.5% | -21.9% | +19.4% | +3.8% |
| 6M | +28.2% | +11.7% | +16.6% | +15.2% |
| YTD | +69.8% | +2.3% | +67.5% | +56.1% |
| 1Y | +162.9% | +76.2% | +86.7% | +89.6% |
| 3Y | +95.9% | +245.0% | -149.1% | -1.4% |
| All | +297.3% | +328.7% | -31.4% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling