+148.0%
AEIS vs GGLL
+245.5%
-97.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.1% |
| 7D | +3.0% | -4.8% | +7.7% | +4.4% |
| 30D | -14.6% | -13.7% | -1.0% | -11.4% |
| 3M | -12.4% | -21.9% | +9.4% | -7.6% |
| 6M | -15.0% | +11.7% | -26.6% | -21.6% |
| YTD | +34.3% | +2.3% | +32.0% | +26.5% |
| 1Y | +87.4% | +76.2% | +11.2% | +46.4% |
| All | +148.0% | +245.5% | -97.6% | +45.7% |
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