-12.2%
GGLL vs AMP
+18.6%
-30.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.5% | +2.1% | +4.7% |
| 7D | -23.1% | +7.7% | -30.8% | -25.5% |
| 30D | -32.9% | +6.6% | -39.5% | -34.8% |
| 3M | -44.9% | -4.7% | -40.2% | -43.2% |
| 6M | -49.5% | +12.9% | -62.4% | -51.9% |
| YTD | -28.9% | +8.6% | -37.5% | -32.2% |
| 1Y | -12.2% | +18.2% | -30.4% | -18.6% |
| All | -12.2% | +18.6% | -30.8% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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