-7.0%
AMCR vs GTLB
-50.8%
+43.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.6% |
| 7D | -6.3% | -6.6% | +0.3% | -5.9% |
| 30D | -7.1% | +13.7% | -20.9% | -7.9% |
| 3M | +12.7% | +52.9% | -40.2% | +9.5% |
| 6M | +5.2% | +88.5% | -83.3% | +0.5% |
| YTD | +8.1% | +23.4% | -15.4% | +6.0% |
| 1Y | +11.7% | -3.8% | +15.5% | +11.2% |
| 3Y | +9.9% | -11.5% | +21.4% | +7.4% |
| All | -7.0% | -50.8% | +43.9% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling