+225.1%
GGLL vs AMP
+64.9%
+160.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.7% | -4.0% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -15.4% | -1.0% | -14.3% | -14.8% |
| 3M | -21.9% | +23.2% | -45.1% | -30.9% |
| 6M | +4.5% | +20.4% | -15.9% | -6.3% |
| YTD | -2.4% | +13.6% | -16.1% | -10.3% |
| 1Y | +57.8% | +13.4% | +44.4% | +44.5% |
| All | +225.1% | +64.9% | +160.1% | +130.5% |
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