+99.8%
AME vs GGLL
+194.0%
-94.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -4.1% | +5.1% | -9.2% | -4.6% |
| 30D | -4.1% | -35.5% | +31.4% | -0.4% |
| 3M | -5.6% | -39.2% | +33.5% | -1.5% |
| 6M | +2.8% | -54.4% | +57.2% | +10.1% |
| YTD | +16.6% | -29.8% | +46.4% | +17.8% |
| 1Y | +21.1% | -20.4% | +41.5% | +20.3% |
| 3Y | +61.1% | +149.7% | -88.7% | +33.1% |
| All | +99.8% | +194.0% | -94.3% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling