+390.9%
AEM vs GGLL
+188.6%
+202.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +15.8% | +3.1% | +12.7% | +15.4% |
| 30D | +6.2% | -36.3% | +42.5% | +11.1% |
| 3M | +14.3% | -40.4% | +54.7% | +20.2% |
| 6M | +1.4% | -54.6% | +56.0% | +9.1% |
| YTD | +13.7% | -31.1% | +44.9% | +16.0% |
| 1Y | +21.3% | -19.2% | +40.5% | +21.4% |
| 3Y | +309.9% | +151.5% | +158.4% | +252.1% |
| All | +390.9% | +188.6% | +202.3% | +312.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling