+88.2%
AME vs GTLB
-49.8%
+138.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | 0.0% | -4.1% | +4.1% | +0.3% |
| 30D | -8.6% | +12.3% | -20.9% | -9.4% |
| 3M | +5.8% | +65.9% | -60.1% | +1.9% |
| 6M | +3.8% | +104.0% | -100.1% | -2.0% |
| YTD | +14.4% | +26.0% | -11.6% | +11.9% |
| 1Y | +25.8% | -3.5% | +29.3% | +25.3% |
| 3Y | +55.2% | -9.6% | +64.8% | +52.0% |
| All | +88.2% | -49.8% | +138.0% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling