+76.2%
GGLL vs AMBA
-20.7%
+96.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.1% |
| 7D | -4.8% | -11.0% | +6.2% | -2.2% |
| 30D | -13.7% | -23.2% | +9.5% | -8.5% |
| 3M | -21.9% | -12.7% | -9.1% | -21.4% |
| 6M | +11.7% | +11.2% | +0.4% | +2.2% |
| YTD | +2.3% | -11.2% | +13.5% | -3.7% |
| 1Y | +76.2% | -22.5% | +98.7% | +73.2% |
| All | +76.2% | -20.7% | +96.8% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling