-99.9%
AMIX vs GTLB
-31.9%
-68.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.9% |
| 7D | -9.9% | -0.7% | -9.1% | -9.8% |
| 30D | -52.8% | -10.2% | -42.5% | -51.8% |
| 3M | -80.0% | +10.1% | -90.1% | -80.6% |
| 6M | -80.2% | +116.5% | -196.7% | -82.4% |
| YTD | -88.1% | +27.2% | -115.3% | -89.1% |
| 1Y | -91.1% | +8.6% | -99.6% | -91.7% |
| All | -99.9% | -31.9% | -68.0% | -99.9% |
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