+21.1%
AME vs GGLL
-16.8%
+37.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +4.0% |
| 7D | -1.5% | +6.3% | -7.9% | -1.9% |
| 30D | -4.2% | -35.1% | +30.9% | -1.6% |
| 3M | -5.9% | -37.7% | +31.7% | -3.3% |
| 6M | +2.8% | -54.1% | +56.9% | +9.4% |
| YTD | +16.6% | -29.4% | +46.0% | +14.8% |
| All | +21.1% | -16.8% | +37.9% | +17.1% |
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