+18.4%
AMCR vs GGLL
+153.6%
-135.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.5% |
| 7D | -7.9% | +6.3% | -14.3% | -8.2% |
| 30D | +8.2% | -35.1% | +43.3% | +10.4% |
| 3M | -4.3% | -37.7% | +33.3% | -2.2% |
| 6M | +16.6% | -54.1% | +70.7% | +21.0% |
| YTD | +13.1% | -29.4% | +42.5% | +13.7% |
| 1Y | +14.4% | -13.4% | +27.8% | +13.7% |
| 3Y | +18.4% | +158.3% | -140.0% | +5.7% |
| All | +18.4% | +153.6% | -135.2% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling