+417.3%
AEM vs GGLL
+328.4%
+88.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +4.3% | +1.9% | +2.5% | +4.2% |
| 30D | +13.1% | -9.7% | +22.9% | +14.2% |
| 3M | +24.8% | -18.0% | +42.8% | +26.5% |
| 6M | -8.2% | +15.3% | -23.5% | -10.7% |
| YTD | +19.8% | +2.2% | +17.6% | +17.7% |
| 1Y | +32.1% | +73.1% | -41.0% | +22.7% |
| 3Y | +348.2% | +242.7% | +105.5% | +274.3% |
| All | +417.3% | +328.4% | +88.9% | +318.6% |
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