-96.1%
AMC vs GGLL
+210.8%
-306.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.2% |
| 7D | +3.5% | +7.7% | -4.2% | +1.7% |
| 30D | +12.5% | -30.2% | +42.7% | +20.8% |
| 3M | +23.6% | -31.3% | +54.8% | +33.0% |
| 6M | +144.4% | -52.1% | +196.5% | +182.4% |
| YTD | +108.3% | -25.9% | +134.2% | +113.0% |
| 1Y | +38.9% | -8.5% | +47.3% | +33.9% |
| 3Y | -58.9% | +165.5% | -224.4% | -74.0% |
| All | -96.1% | +210.8% | -306.9% | -97.9% |
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 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