+411.1%
AMAT vs GGLL
+328.7%
+82.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.0% |
| 7D | -1.5% | -4.8% | +3.3% | -0.2% |
| 30D | -14.8% | -13.7% | -1.1% | -11.4% |
| 3M | -9.3% | -21.9% | +12.6% | -4.6% |
| 6M | +27.4% | +11.7% | +15.7% | +17.1% |
| YTD | +77.6% | +2.3% | +75.3% | +67.0% |
| 1Y | +188.9% | +76.2% | +112.8% | +125.0% |
| 3Y | +202.3% | +245.0% | -42.7% | +69.0% |
| All | +411.1% | +328.7% | +82.5% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling