+328.7%
GGLL vs AMBA
+1.2%
+327.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.1% |
| 7D | -4.8% | -11.0% | +6.2% | -1.4% |
| 30D | -13.7% | -23.2% | +9.5% | -6.7% |
| 3M | -21.9% | -12.7% | -9.1% | -21.4% |
| 6M | +11.7% | +11.2% | +0.4% | +1.8% |
| YTD | +2.3% | -11.2% | +13.5% | -1.7% |
| 1Y | +76.2% | -22.5% | +98.7% | +75.6% |
| 3Y | +245.0% | -1.3% | +246.3% | +191.6% |
| All | +328.7% | +1.2% | +327.5% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling