+143.2%
AEHR vs GGLL
-16.8%
+160.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.5% | +9.2% | +10.6% |
| 7D | +16.2% | +6.3% | +9.9% | +13.6% |
| 30D | -29.3% | -35.1% | +5.8% | -15.8% |
| 3M | -42.0% | -37.7% | -4.3% | -30.7% |
| 6M | -38.5% | -54.1% | +15.6% | -14.4% |
| YTD | +196.2% | -29.4% | +225.7% | +182.5% |
| All | +143.2% | -16.8% | +160.0% | +117.8% |
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 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