+357.2%
AEM vs GGLL
+217.5%
+139.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -4.5% |
| 7D | -5.6% | +11.5% | -17.2% | -6.8% |
| 30D | -3.9% | -31.2% | +27.4% | -0.4% |
| 3M | -3.4% | -28.7% | +25.2% | -0.4% |
| 6M | -9.0% | -47.2% | +38.2% | -3.8% |
| YTD | +5.9% | -24.3% | +30.2% | +6.9% |
| 1Y | +4.0% | -12.0% | +16.0% | +3.1% |
| 3Y | +298.8% | +169.6% | +129.1% | +240.2% |
| All | +357.2% | +217.5% | +139.7% | +280.2% |
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