-15.8%
AMT vs GGLL
+188.6%
-204.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.7% |
| 7D | +0.5% | +3.1% | -2.6% | +0.5% |
| 30D | +13.6% | -36.3% | +49.9% | +14.4% |
| 3M | +11.5% | -40.4% | +51.8% | +12.3% |
| 6M | +6.9% | -54.6% | +61.6% | +8.2% |
| YTD | +10.8% | -31.1% | +42.0% | +11.1% |
| 1Y | +10.3% | -19.2% | +29.5% | +10.3% |
| 3Y | +12.4% | +151.5% | -139.1% | +0.8% |
| All | -15.8% | +188.6% | -204.4% | -30.6% |
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