-7.9%
AMCR vs GGLL
+328.7%
-336.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -1.9% | -4.8% | +2.9% | -1.4% |
| 30D | -4.1% | -13.7% | +9.6% | -2.8% |
| 3M | +21.7% | -21.9% | +43.5% | +23.8% |
| 6M | +1.5% | +11.7% | -10.2% | -0.6% |
| YTD | +13.1% | +2.3% | +10.8% | +11.3% |
| 1Y | +16.5% | +76.2% | -59.7% | +8.3% |
| 3Y | +10.3% | +245.0% | -234.7% | -10.9% |
| All | -7.9% | +328.7% | -336.5% | -30.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling