-90.5%
AMIX vs GTLB
+3.0%
-93.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -2.0% | +13.9% | +12.6% |
| 7D | +1.2% | -9.6% | +10.8% | +5.0% |
| 30D | -45.3% | -14.5% | -30.9% | -42.1% |
| 3M | -83.1% | +20.9% | -104.0% | -84.8% |
| 6M | -76.9% | +81.4% | -158.2% | -80.8% |
| YTD | -85.3% | +25.6% | -110.8% | -88.3% |
| All | -90.5% | +3.0% | -93.5% | -93.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling