+39.2%
AEM vs GGLL
+80.0%
-40.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.9% |
| 7D | -0.5% | -4.8% | +4.3% | +0.1% |
| 30D | +24.0% | -13.7% | +37.7% | +26.1% |
| 3M | +16.1% | -21.9% | +37.9% | +19.6% |
| 6M | -11.6% | +11.7% | -23.3% | -15.6% |
| YTD | +21.5% | +2.3% | +19.3% | +15.9% |
| 1Y | +39.2% | +76.2% | -37.0% | +17.0% |
| All | +39.2% | +80.0% | -40.8% | +17.0% |
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 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