+20.8%
AMC vs GGLL
-19.4%
+40.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.7% |
| 7D | +2.6% | +3.1% | -0.5% | +2.2% |
| 30D | +9.0% | -36.3% | +45.4% | +17.8% |
| 3M | +22.2% | -40.4% | +62.5% | +33.4% |
| 6M | +91.5% | -54.6% | +146.1% | +119.2% |
| YTD | +101.3% | -31.1% | +132.4% | +101.3% |
| 1Y | +20.8% | -19.2% | +40.0% | +15.1% |
| All | +20.8% | -19.4% | +40.2% | +15.1% |
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