-94.4%
AAOX vs GGLL
-14.3%
-80.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +3.5% | -14.5% | -13.1% |
| 7D | +22.0% | +11.5% | +10.5% | +15.0% |
| 30D | -76.8% | -31.2% | -45.6% | -71.5% |
| 3M | -90.7% | -28.7% | -62.1% | -88.9% |
| 6M | -97.2% | -47.2% | -50.0% | -96.0% |
| All | -94.4% | -14.3% | -80.1% | -95.0% |
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 · 6 months rolling