+15.5%
AMT vs GGLL
+151.4%
-135.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | -0.6% |
| 7D | +4.4% | -1.3% | +5.7% | +4.3% |
| 30D | +17.7% | -36.3% | +54.0% | +16.1% |
| 3M | +16.7% | -42.7% | +59.4% | +14.6% |
| 6M | +11.1% | -53.1% | +64.2% | +8.5% |
| YTD | +13.9% | -32.1% | +46.0% | +13.5% |
| 1Y | +12.5% | -20.1% | +32.6% | +13.6% |
| All | +15.5% | +151.4% | -135.9% | +23.7% |
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