+188.9%
AMAT vs GGLL
+80.0%
+109.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.8% |
| 7D | -1.5% | -4.8% | +3.3% | -0.6% |
| 30D | -14.8% | -13.7% | -1.1% | -12.4% |
| 3M | -9.3% | -21.9% | +12.6% | -5.3% |
| 6M | +27.4% | +11.7% | +15.7% | +15.1% |
| YTD | +77.6% | +2.3% | +75.3% | +63.7% |
| 1Y | +188.9% | +76.2% | +112.8% | +120.1% |
| All | +188.9% | +80.0% | +109.0% | +120.1% |
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