+414.6%
AEM vs GGLL
+195.8%
+218.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +4.5% |
| 7D | +17.8% | +6.3% | +11.5% | +17.0% |
| 30D | +6.2% | -35.1% | +41.3% | +10.9% |
| 3M | +12.5% | -37.7% | +50.2% | +17.8% |
| 6M | +4.4% | -54.1% | +58.5% | +12.2% |
| YTD | +19.2% | -29.4% | +48.6% | +21.3% |
| 1Y | +25.5% | -13.4% | +38.9% | +24.8% |
| 3Y | +346.4% | +158.3% | +188.1% | +282.4% |
| All | +414.6% | +195.8% | +218.8% | +331.5% |
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