-94.4%
AAOX vs GGLL
-20.1%
-74.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.5% | +6.5% | +7.5% |
| 7D | -35.9% | +6.3% | -42.2% | -37.2% |
| 30D | -81.6% | -35.1% | -46.5% | -76.6% |
| 3M | -90.3% | -37.7% | -52.7% | -87.6% |
| 6M | -95.7% | -54.1% | -41.6% | -93.5% |
| All | -94.4% | -20.1% | -74.2% | -94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling