+8.3%
AMCR vs GGLL
-11.0%
+19.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -2.4% | +7.7% | -10.1% | -2.8% |
| 30D | +3.6% | -30.2% | +33.8% | +5.8% |
| 3M | -4.2% | -31.3% | +27.1% | -2.2% |
| 6M | +15.5% | -52.1% | +67.6% | +22.4% |
| YTD | +9.7% | -25.9% | +35.6% | +6.0% |
| 1Y | +8.3% | -8.5% | +16.8% | +4.3% |
| All | +8.3% | -11.0% | +19.4% | +4.3% |
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