+195.8%
GGLL vs AEE
+38.8%
+157.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +2.5% |
| 7D | +6.3% | +2.3% | +4.0% | +6.3% |
| 30D | -35.1% | +11.6% | -46.7% | -35.4% |
| 3M | -37.7% | +5.5% | -43.2% | -37.7% |
| 6M | -54.1% | +6.0% | -60.1% | -54.4% |
| YTD | -29.4% | +16.6% | -46.0% | -30.7% |
| 1Y | -13.4% | +12.1% | -25.4% | -14.5% |
| 3Y | +158.3% | +64.2% | +94.1% | +130.3% |
| All | +195.8% | +38.8% | +157.0% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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