+548.5%
AEHR vs GGLL
+328.4%
+220.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.1% | +5.3% | +5.3% |
| 7D | +18.5% | +1.9% | +16.7% | +17.2% |
| 30D | -11.9% | -9.7% | -2.2% | -8.7% |
| 3M | -5.0% | -18.0% | +13.0% | +1.7% |
| 6M | +155.0% | +15.3% | +139.7% | +130.2% |
| YTD | +349.7% | +2.2% | +347.5% | +323.0% |
| 1Y | +260.4% | +73.1% | +187.3% | +163.3% |
| 3Y | +83.6% | +242.7% | -159.1% | -10.8% |
| All | +548.5% | +328.4% | +220.1% | +124.0% |
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 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