-99.8%
AMIX vs GGLL
+201.2%
-301.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.1% |
| 7D | -13.7% | -4.8% | -8.9% | -12.1% |
| 30D | -62.1% | -13.7% | -48.4% | -59.9% |
| 3M | -46.2% | -21.9% | -24.3% | -40.5% |
| 6M | -46.4% | +11.7% | -58.1% | -46.0% |
| YTD | -60.3% | +2.3% | -62.5% | -59.3% |
| 1Y | -79.7% | +76.2% | -155.8% | -81.2% |
| All | -99.8% | +201.2% | -301.0% | -99.8% |
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