-94.8%
AAOX vs GGLL
-22.1%
-72.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.4% | +11.2% | +11.8% |
| 7D | -52.9% | +3.1% | -56.0% | -53.0% |
| 30D | -86.9% | -36.3% | -50.6% | -83.2% |
| 3M | -89.6% | -40.4% | -49.3% | -86.4% |
| 6M | -97.3% | -54.6% | -42.7% | -95.9% |
| All | -94.8% | -22.1% | -72.8% | -95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling