+99.7%
AMZN vs GGLL
+328.7%
-229.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.7% |
| 7D | -3.0% | -4.8% | +1.8% | -1.3% |
| 30D | -5.2% | -13.7% | +8.5% | -0.4% |
| 3M | +1.9% | -21.9% | +23.7% | +9.5% |
| 6M | +19.2% | +11.7% | +7.6% | +10.9% |
| YTD | +12.0% | +2.3% | +9.7% | +7.1% |
| 1Y | +9.7% | +76.2% | -66.5% | -15.7% |
| 3Y | +87.2% | +245.0% | -157.8% | -3.0% |
| All | +99.7% | +328.7% | -229.0% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling