-10.9%
GTLB vs AMP
+66.7%
-77.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -5.7% | -0.5% | -5.2% | -5.4% |
| 30D | +15.1% | -1.3% | +16.5% | +16.1% |
| 3M | +65.5% | +24.2% | +41.3% | +45.7% |
| 6M | +102.9% | +24.6% | +78.3% | +76.9% |
| YTD | +25.2% | +14.8% | +10.4% | +14.9% |
| 1Y | -5.5% | +12.8% | -18.3% | -12.5% |
| 3Y | -10.9% | +69.0% | -79.9% | -37.3% |
| All | -10.9% | +66.7% | -77.5% | -37.3% |
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