+61.4%
AMAT vs GGLL
-11.6%
+73.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.5% | -9.8% | -4.2% |
| 7D | -11.2% | -23.1% | +11.9% | -8.4% |
| 30D | -31.9% | -32.9% | +1.0% | -28.0% |
| 3M | -32.3% | -44.9% | +12.5% | -26.2% |
| 6M | -5.4% | -49.5% | +44.1% | +4.9% |
| YTD | +44.3% | -28.9% | +73.2% | +38.5% |
| 1Y | +61.4% | -12.2% | +73.6% | +43.4% |
| All | +61.4% | -11.6% | +73.0% | +43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling