+327.2%
AEHR vs GGLL
+195.8%
+131.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +2.5% | +9.2% | +10.5% |
| 7D | +16.2% | +6.3% | +9.9% | +13.3% |
| 30D | -29.3% | -35.1% | +5.8% | -14.7% |
| 3M | -42.0% | -37.7% | -4.3% | -30.1% |
| 6M | -38.5% | -54.1% | +15.6% | -15.9% |
| YTD | +196.2% | -29.4% | +225.7% | +223.8% |
| 1Y | +144.3% | -13.4% | +157.7% | +140.4% |
| 3Y | +158.0% | +158.3% | -0.3% | +40.3% |
| All | +327.2% | +195.8% | +131.4% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling