+4,729.0%
AAOI vs GGLL
+328.4%
+4,400.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +7.9% | +1.9% | +6.0% | +6.9% |
| 30D | -17.8% | -9.7% | -8.0% | -14.9% |
| 3M | -43.3% | -18.0% | -25.3% | -40.2% |
| 6M | +16.7% | +15.3% | +1.5% | +2.4% |
| YTD | +220.0% | +2.2% | +217.8% | +194.3% |
| 1Y | +372.1% | +73.1% | +299.0% | +240.0% |
| 3Y | +845.3% | +242.7% | +602.6% | +367.9% |
| All | +4,729.0% | +328.4% | +4,400.6% | +2,246.8% |
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 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