+328.4%
GGLL vs AMP
+118.1%
+210.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +1.9% | +2.6% | -0.7% | +0.4% |
| 30D | -9.7% | +0.8% | -10.6% | -10.1% |
| 3M | -18.0% | +24.3% | -42.3% | -27.7% |
| 6M | +15.3% | +20.6% | -5.3% | +3.4% |
| YTD | +2.2% | +14.6% | -12.4% | -6.4% |
| 1Y | +73.1% | +14.5% | +58.5% | +57.8% |
| 3Y | +242.7% | +67.9% | +174.8% | +145.8% |
| All | +328.4% | +118.1% | +210.2% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling