+109.0%
AMKR vs GGLL
+217.5%
-108.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.7% |
| 7D | +21.7% | +11.5% | +10.2% | +17.8% |
| 30D | -22.0% | -31.2% | +9.2% | -13.5% |
| 3M | -33.1% | -28.7% | -4.4% | -27.1% |
| 6M | -49.3% | -47.2% | -2.1% | -40.5% |
| YTD | -5.5% | -24.3% | +18.7% | -4.1% |
| 1Y | +8.4% | -12.0% | +20.4% | +4.0% |
| 3Y | +62.7% | +169.6% | -106.9% | -2.9% |
| All | +109.0% | +217.5% | -108.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling