+88.9%
AMD vs GGLL
-19.4%
+108.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +10.7% |
| 7D | -11.0% | +3.1% | -14.1% | -11.4% |
| 30D | -30.5% | -36.3% | +5.9% | -23.4% |
| 3M | -8.2% | -40.4% | +32.1% | +2.3% |
| 6M | +6.6% | -54.6% | +61.2% | +28.7% |
| YTD | +109.7% | -31.1% | +140.8% | +120.2% |
| 1Y | +88.9% | -19.2% | +108.1% | +90.7% |
| All | +88.9% | -19.4% | +108.3% | +90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling