+188.6%
GGLL vs AEE
+37.4%
+151.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.1% | +2.1% | +1.0% | +3.1% |
| 30D | -36.3% | +11.4% | -47.7% | -36.6% |
| 3M | -40.4% | +5.0% | -45.3% | -40.4% |
| 6M | -54.6% | +4.4% | -59.1% | -54.9% |
| YTD | -31.1% | +15.4% | -46.5% | -32.4% |
| 1Y | -19.2% | +13.8% | -33.0% | -20.5% |
| 3Y | +151.5% | +58.0% | +93.5% | +127.7% |
| All | +188.6% | +37.4% | +151.3% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling