+302.2%
AEM vs GGLL
+166.5%
+135.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -6.8% | +7.7% | -14.5% | -7.6% |
| 30D | +0.8% | -30.2% | +31.0% | +3.9% |
| 3M | -0.8% | -31.3% | +30.4% | +2.2% |
| 6M | -8.5% | -52.1% | +43.6% | -3.0% |
| YTD | +5.9% | -25.9% | +31.8% | +7.0% |
| 1Y | +6.6% | -8.5% | +15.1% | +5.8% |
| 3Y | +302.2% | +165.5% | +136.7% | +273.1% |
| All | +302.2% | +166.5% | +135.7% | +273.1% |
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