+91.7%
AME vs GGLL
+188.6%
-97.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.4% |
| 7D | -5.2% | +3.1% | -8.3% | -5.5% |
| 30D | -8.0% | -36.3% | +28.3% | -4.3% |
| 3M | -8.9% | -40.4% | +31.5% | -4.8% |
| 6M | -5.0% | -54.6% | +49.6% | +1.7% |
| YTD | +11.9% | -31.1% | +43.0% | +13.3% |
| 1Y | +16.6% | -19.2% | +35.8% | +15.6% |
| 3Y | +62.5% | +151.5% | -89.1% | +33.9% |
| All | +91.7% | +188.6% | -97.0% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling