+194.0%
GGLL vs AMP
+104.4%
+89.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +5.1% | +3.3% | +1.8% | +3.3% |
| 30D | -35.5% | +4.2% | -39.7% | -37.3% |
| 3M | -39.2% | -6.4% | -32.7% | -37.0% |
| 6M | -54.4% | +12.4% | -66.8% | -57.6% |
| YTD | -29.8% | +7.4% | -37.3% | -33.6% |
| 1Y | -20.4% | +14.7% | -35.1% | -27.6% |
| 3Y | +149.7% | +60.8% | +88.9% | +82.9% |
| All | +194.0% | +104.4% | +89.6% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling