+73.1%
GGLL vs AEE
+10.3%
+62.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | +0.2% |
| 7D | +1.9% | +1.3% | +0.5% | +2.3% |
| 30D | -9.7% | -1.2% | -8.5% | -10.0% |
| 3M | -18.0% | +1.0% | -19.0% | -19.8% |
| 6M | +15.3% | -2.3% | +17.5% | +13.8% |
| YTD | +2.2% | +9.1% | -6.9% | +3.3% |
| 1Y | +73.1% | +10.6% | +62.5% | +84.1% |
| All | +73.1% | +10.3% | +62.8% | +84.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling