+328.4%
GGLL vs AEE
+29.9%
+298.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.1% |
| 7D | +1.9% | +1.3% | +0.5% | +1.8% |
| 30D | -9.7% | -1.2% | -8.5% | -9.7% |
| 3M | -18.0% | +1.0% | -19.0% | -18.6% |
| 6M | +15.3% | -2.3% | +17.5% | +15.0% |
| YTD | +2.2% | +9.1% | -6.9% | +0.4% |
| 1Y | +73.1% | +10.6% | +62.5% | +69.8% |
| 3Y | +242.7% | +48.5% | +194.2% | +212.1% |
| All | +328.4% | +29.9% | +298.5% | +377.2% |
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