-89.7%
AMIX vs GGLL
-17.3%
-72.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.2% |
| 7D | +11.4% | +5.1% | +6.3% | +7.8% |
| 30D | -40.5% | -35.5% | -5.0% | -22.9% |
| 3M | -80.1% | -39.2% | -40.9% | -73.4% |
| 6M | -74.8% | -54.4% | -20.5% | -60.3% |
| YTD | -84.0% | -29.8% | -54.1% | -79.9% |
| 1Y | -89.7% | -20.4% | -69.3% | -89.2% |
| All | -89.7% | -17.3% | -72.4% | -89.2% |
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 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