-99.8%
AMIX vs GTLB
-28.9%
-70.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -13.7% | +11.1% | -24.8% | -15.7% |
| 30D | -62.1% | +37.8% | -99.9% | -65.0% |
| 3M | -46.2% | +61.6% | -107.7% | -50.9% |
| 6M | -46.4% | +98.9% | -145.4% | -52.3% |
| YTD | -60.3% | +32.8% | -93.0% | -63.6% |
| 1Y | -79.7% | +14.7% | -94.3% | -81.2% |
| All | -99.8% | -28.9% | -70.8% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling