+89.8%
AME vs GTLB
-50.8%
+140.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | +1.3% | -6.6% | +7.9% | +1.8% |
| 30D | -6.6% | +13.7% | -20.3% | -7.5% |
| 3M | +3.0% | +52.9% | -49.9% | -0.3% |
| 6M | +5.3% | +88.5% | -83.2% | 0.0% |
| YTD | +15.4% | +23.4% | -8.0% | +13.0% |
| 1Y | +26.8% | -3.8% | +30.6% | +26.3% |
| 3Y | +56.5% | -11.5% | +68.0% | +53.6% |
| All | +89.8% | -50.8% | +140.7% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling