-12.3%
AMCR vs GGLL
+328.4%
-340.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.8% | +1.9% | -3.7% | -2.0% |
| 30D | -6.0% | -9.7% | +3.7% | -5.2% |
| 3M | +18.9% | -18.0% | +36.9% | +20.5% |
| 6M | +5.7% | +15.3% | -9.6% | +3.2% |
| YTD | +11.1% | +2.2% | +8.9% | +9.3% |
| 1Y | +12.7% | +73.1% | -60.4% | +4.9% |
| 3Y | +9.6% | +242.7% | -233.1% | -11.3% |
| All | -12.3% | +328.4% | -340.6% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling