+374.7%
AMDL vs GFI
+45.3%
+329.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.6% | +10.8% | +10.2% |
| 7D | +4.5% | +3.1% | +1.4% | +2.1% |
| 30D | -4.4% | +27.1% | -31.5% | -19.6% |
| 3M | -30.5% | +21.2% | -51.7% | -40.1% |
| 6M | +300.9% | -4.5% | +305.4% | +296.2% |
| YTD | +219.9% | +11.7% | +208.2% | +197.3% |
| 1Y | +374.7% | +46.0% | +328.7% | +359.9% |
| All | +374.7% | +45.3% | +329.4% | +359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling