-68.8%
AAOX vs GGLL
+15.7%
-84.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.3% | +12.8% | +11.5% |
| 7D | -2.5% | -4.8% | +2.3% | -0.6% |
| 30D | -41.1% | -13.7% | -27.4% | -37.6% |
| 3M | -84.7% | -21.9% | -62.8% | -83.0% |
| All | -68.8% | +15.7% | -84.5% | -76.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling