+178.9%
AMKR vs GGLL
+313.5%
-134.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.9% |
| 7D | +5.5% | -5.8% | +11.3% | +7.4% |
| 30D | -8.6% | -7.2% | -1.4% | -6.8% |
| 3M | -28.7% | -17.5% | -11.2% | -26.1% |
| 6M | +13.3% | +5.1% | +8.2% | +5.8% |
| YTD | +26.1% | -1.3% | +27.4% | +19.8% |
| 1Y | +101.2% | +60.2% | +41.0% | +60.5% |
| 3Y | +127.7% | +230.8% | -103.1% | +29.3% |
| All | +178.9% | +313.5% | -134.7% | +40.5% |
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