-96.3%
AMC vs GGLL
+188.6%
-284.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.6% |
| 7D | +2.6% | +3.1% | -0.5% | +2.1% |
| 30D | +9.0% | -36.3% | +45.4% | +19.7% |
| 3M | +22.2% | -40.4% | +62.5% | +35.8% |
| 6M | +91.5% | -54.6% | +146.1% | +123.9% |
| YTD | +101.3% | -31.1% | +132.4% | +109.4% |
| 1Y | +20.8% | -19.2% | +40.0% | +20.0% |
| 3Y | -71.3% | +151.5% | -222.9% | -81.7% |
| All | -96.3% | +188.6% | -284.9% | -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