-91.6%
AMIX vs GGLL
-11.6%
-80.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.5% | -9.5% | -7.1% |
| 7D | -25.1% | -23.1% | -2.0% | -14.2% |
| 30D | -54.5% | -32.9% | -21.6% | -42.8% |
| 3M | -91.7% | -44.9% | -46.9% | -87.8% |
| 6M | -79.4% | -49.5% | -29.9% | -69.0% |
| YTD | -86.1% | -28.9% | -57.2% | -82.7% |
| 1Y | -91.6% | -12.2% | -79.4% | -92.1% |
| All | -91.6% | -11.6% | -80.0% | -92.1% |
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