-10.6%
AMCR vs GGLL
+217.5%
-228.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.9% | -1.6% |
| 7D | -4.5% | +11.5% | -16.0% | -5.3% |
| 30D | +4.9% | -31.2% | +36.1% | +7.7% |
| 3M | -4.6% | -28.7% | +24.1% | -2.5% |
| 6M | +15.2% | -47.2% | +62.4% | +20.4% |
| YTD | +9.7% | -24.3% | +34.0% | +10.0% |
| 1Y | +10.5% | -12.0% | +22.5% | +9.0% |
| 3Y | +13.8% | +169.6% | -155.8% | -6.8% |
| All | -10.6% | +217.5% | -228.1% | -30.9% |
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