-13.5%
AMT vs GGLL
+184.7%
-198.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.0% | -0.4% |
| 7D | +4.4% | -1.3% | +5.7% | +4.4% |
| 30D | +17.7% | -36.3% | +54.0% | +18.5% |
| 3M | +16.7% | -42.7% | +59.4% | +17.6% |
| 6M | +11.1% | -53.1% | +64.2% | +12.4% |
| YTD | +13.9% | -32.1% | +46.0% | +14.2% |
| 1Y | +12.5% | -20.1% | +32.6% | +12.5% |
| 3Y | +13.2% | +151.7% | -138.5% | +1.2% |
| All | -13.5% | +184.7% | -198.1% | -28.6% |
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