+7.8%
AMCR vs GTLB
-4.2%
+12.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -6.3% | -5.7% | -0.6% | -6.3% |
| 30D | -7.8% | +15.1% | -22.9% | -7.6% |
| 3M | +7.5% | +65.5% | -57.9% | +8.6% |
| 6M | +2.7% | +102.9% | -100.2% | +4.6% |
| YTD | +6.0% | +25.2% | -19.2% | +7.4% |
| 1Y | +7.8% | -5.5% | +13.3% | +9.1% |
| All | +7.8% | -4.2% | +12.0% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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