+316.5%
AMAT vs GGLL
+195.8%
+120.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.5% | +8.9% | +10.7% |
| 7D | -1.1% | +6.3% | -7.4% | -2.6% |
| 30D | -26.9% | -35.1% | +8.2% | -18.7% |
| 3M | -31.2% | -37.7% | +6.5% | -23.2% |
| 6M | -14.7% | -54.1% | +39.4% | +2.2% |
| YTD | +44.7% | -29.4% | +74.1% | +48.1% |
| 1Y | +62.0% | -13.4% | +75.3% | +54.0% |
| 3Y | +165.0% | +158.3% | +6.6% | +57.2% |
| All | +316.5% | +195.8% | +120.7% | +121.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling