+94.1%
AMKR vs GGLL
+194.0%
-100.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -8.4% | +5.1% | -13.5% | -9.7% |
| 30D | -29.8% | -35.5% | +5.7% | -20.6% |
| 3M | -34.7% | -39.2% | +4.5% | -25.4% |
| 6M | -54.9% | -54.4% | -0.5% | -44.6% |
| YTD | -12.3% | -29.8% | +17.6% | -8.9% |
| 1Y | -1.4% | -20.4% | +19.0% | -2.5% |
| 3Y | +51.1% | +149.7% | -98.7% | -7.7% |
| All | +94.1% | +194.0% | -100.0% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling