-12.0%
AMCR vs GGLL
+309.0%
-321.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -2.3% |
| 7D | -6.3% | -3.9% | -2.4% | -5.9% |
| 30D | -7.1% | -15.4% | +8.2% | -5.7% |
| 3M | +12.7% | -21.9% | +34.6% | +14.7% |
| 6M | +5.2% | +4.5% | +0.7% | +3.6% |
| YTD | +8.1% | -2.4% | +10.5% | +6.8% |
| 1Y | +11.7% | +57.8% | -46.1% | +5.0% |
| 3Y | +9.9% | +227.2% | -217.3% | -10.6% |
| All | -12.0% | +309.0% | -321.0% | -33.0% |
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