+131.0%
AMDL vs GFI
+248.2%
-117.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.3% | +6.4% | +6.2% |
| 7D | +29.0% | +4.7% | +24.3% | +26.4% |
| 30D | +19.1% | +14.4% | +4.7% | +12.6% |
| 3M | +1.8% | +32.5% | -30.7% | -10.1% |
| 6M | +374.4% | -7.2% | +381.6% | +372.9% |
| YTD | +278.9% | +10.9% | +268.1% | +267.5% |
| 1Y | +510.6% | +35.5% | +475.1% | +479.1% |
| All | +131.0% | +248.2% | -117.2% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling