-12.2%
GGLL vs AMBA
-25.6%
+13.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.3% | +6.9% |
| 7D | -23.1% | -8.1% | -15.0% | -21.6% |
| 30D | -32.9% | -10.8% | -22.1% | -31.3% |
| 3M | -44.9% | -25.9% | -19.0% | -41.6% |
| 6M | -49.5% | -13.9% | -35.7% | -50.1% |
| YTD | -28.9% | -14.0% | -14.9% | -33.6% |
| 1Y | -12.2% | -25.7% | +13.5% | -13.3% |
| All | -12.2% | -25.6% | +13.4% | -13.3% |
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