-10.7%
AMCR vs GGLL
+328.7%
-339.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | -1.9% | -4.8% | +2.9% | -1.4% |
| 30D | -4.1% | -13.7% | +9.6% | -2.8% |
| 3M | +21.7% | -21.9% | +43.5% | +23.8% |
| 6M | +1.5% | +11.7% | -10.2% | -0.6% |
| YTD | +13.1% | +2.3% | +10.8% | +11.3% |
| 1Y | +13.0% | +76.2% | -63.2% | +5.0% |
| 3Y | +6.9% | +245.0% | -238.1% | -13.5% |
| All | -10.7% | +328.7% | -339.3% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling