+165.5%
GGLL vs AMP
+61.6%
+104.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.7% |
| 7D | +7.7% | +3.9% | +3.7% | +5.4% |
| 30D | -30.2% | +5.1% | -35.3% | -32.4% |
| 3M | -31.3% | -8.7% | -22.6% | -27.8% |
| 6M | -52.1% | +11.4% | -63.5% | -55.1% |
| YTD | -25.9% | +7.3% | -33.2% | -29.7% |
| 1Y | -8.5% | +14.6% | -23.0% | -16.7% |
| 3Y | +165.5% | +61.2% | +104.3% | +131.4% |
| All | +165.5% | +61.6% | +104.0% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling