+148.1%
GGLL vs AMBA
+10.0%
+138.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.4% | +5.0% | -1.7% |
| 7D | -1.3% | -14.6% | +13.3% | +3.3% |
| 30D | -36.3% | -18.8% | -17.5% | -32.3% |
| 3M | -42.7% | -32.6% | -10.1% | -36.3% |
| 6M | -53.1% | -25.8% | -27.3% | -51.6% |
| YTD | -32.1% | -22.1% | -10.0% | -32.7% |
| 1Y | -20.1% | -36.2% | +16.1% | -15.6% |
| All | +148.1% | +10.0% | +138.1% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling