-95.9%
AMC vs GGLL
+195.8%
-291.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +7.7% |
| 7D | +6.6% | +6.3% | +0.2% | +5.3% |
| 30D | +14.1% | -35.1% | +49.2% | +24.7% |
| 3M | +31.3% | -37.7% | +68.9% | +44.5% |
| 6M | +126.7% | -54.1% | +180.8% | +164.5% |
| YTD | +117.9% | -29.4% | +147.4% | +125.6% |
| 1Y | +41.1% | -13.4% | +54.5% | +37.8% |
| 3Y | -61.0% | +158.3% | -219.3% | -75.3% |
| All | -95.9% | +195.8% | -291.8% | -97.7% |
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