-20.1%
GGLL vs AMBA
-33.1%
+13.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +5.0% | -2.5% |
| 7D | -1.3% | -14.6% | +13.3% | +1.9% |
| 30D | -36.3% | -18.8% | -17.5% | -33.5% |
| 3M | -42.7% | -32.6% | -10.1% | -38.2% |
| 6M | -53.1% | -25.8% | -27.3% | -52.0% |
| YTD | -32.1% | -22.1% | -10.0% | -35.3% |
| 1Y | -20.1% | -36.2% | +16.1% | -17.9% |
| All | -20.1% | -33.1% | +13.0% | -17.9% |
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 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