+188.6%
GGLL vs AMBA
-5.8%
+194.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.7% | -0.5% |
| 7D | +3.1% | -7.2% | +10.3% | +5.3% |
| 30D | -36.3% | -10.4% | -26.0% | -34.2% |
| 3M | -40.4% | -30.1% | -10.2% | -34.1% |
| 6M | -54.6% | -22.4% | -32.2% | -53.7% |
| YTD | -31.1% | -17.3% | -13.8% | -32.8% |
| 1Y | -19.2% | -35.4% | +16.2% | -14.5% |
| 3Y | +151.5% | +18.6% | +132.9% | +97.7% |
| All | +188.6% | -5.8% | +194.4% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling