+239.6%
AEIS vs GGLL
+328.4%
-88.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +8.1% | +1.9% | +6.3% | +7.5% |
| 30D | -11.1% | -9.7% | -1.4% | -8.9% |
| 3M | -5.6% | -18.0% | +12.4% | -2.0% |
| 6M | -0.6% | +15.3% | -15.9% | -9.1% |
| YTD | +38.0% | +2.2% | +35.8% | +30.4% |
| 1Y | +87.2% | +73.1% | +14.2% | +48.1% |
| 3Y | +179.7% | +242.7% | -63.0% | +65.3% |
| All | +239.6% | +328.4% | -88.8% | +83.9% |
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