-17.0%
AMRZ vs GGLL
+120.2%
-137.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -3.1% |
| 7D | +2.5% | -1.3% | +3.8% | +2.6% |
| 30D | +14.4% | -36.3% | +50.7% | +17.6% |
| 3M | -19.2% | -42.7% | +23.5% | -16.2% |
| 6M | -19.7% | -53.1% | +33.3% | -15.7% |
| YTD | -20.2% | -32.1% | +11.9% | -20.2% |
| 1Y | -15.1% | -20.1% | +5.0% | -15.7% |
| All | -17.0% | +120.2% | -137.1% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling