+40.2%
AMC vs GGLL
-11.6%
+51.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.5% | +0.8% | +6.1% |
| 7D | +17.7% | -23.1% | +40.8% | +22.0% |
| 30D | +26.2% | -32.9% | +59.1% | +34.7% |
| 3M | +31.3% | -44.9% | +76.2% | +45.3% |
| 6M | +142.8% | -49.5% | +192.3% | +170.7% |
| YTD | +125.6% | -28.9% | +154.5% | +124.3% |
| 1Y | +40.2% | -12.2% | +52.4% | +30.9% |
| All | +40.2% | -11.6% | +51.9% | +30.9% |
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