-54.6%
GTLB vs AMP
+112.2%
-166.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.8% |
| 7D | +4.6% | +2.6% | +2.0% | +2.4% |
| 30D | +21.0% | +0.8% | +20.1% | +20.2% |
| 3M | +51.7% | +24.3% | +27.4% | +25.8% |
| 6M | +89.3% | +20.6% | +68.7% | +59.2% |
| YTD | +25.6% | +14.6% | +11.0% | +10.0% |
| 1Y | -1.5% | +14.5% | -16.1% | -14.5% |
| 3Y | -9.9% | +67.9% | -77.9% | -49.7% |
| All | -54.6% | +112.2% | -166.8% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling