+100.3%
AMZN vs GGLL
+188.6%
-88.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.8% |
| 7D | +7.9% | +3.1% | +4.8% | +6.8% |
| 30D | -0.2% | -36.3% | +36.1% | +14.9% |
| 3M | -4.8% | -40.4% | +35.6% | +11.7% |
| 6M | -5.7% | -54.6% | +48.9% | +19.6% |
| YTD | +12.3% | -31.1% | +43.5% | +21.0% |
| 1Y | +6.7% | -19.2% | +25.9% | +7.5% |
| 3Y | +85.6% | +151.5% | -66.0% | +4.6% |
| All | +100.3% | +188.6% | -88.4% | +1.1% |
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