+98.0%
AMKR vs GGLL
+80.0%
+18.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.3% |
| 7D | 0.0% | -4.8% | +4.7% | +1.1% |
| 30D | -11.1% | -13.7% | +2.5% | -8.1% |
| 3M | -35.2% | -21.9% | -13.3% | -31.3% |
| 6M | +4.9% | +11.7% | -6.8% | -6.2% |
| YTD | +21.6% | +2.3% | +19.3% | +11.3% |
| 1Y | +98.0% | +76.2% | +21.9% | +41.9% |
| All | +98.0% | +80.0% | +18.1% | +41.9% |
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