+102.5%
AMDL vs GFI
+170.7%
-68.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -0.1% | -17.5% | -17.5% |
| 7D | +37.2% | -8.7% | +45.9% | +42.0% |
| 30D | -24.0% | +0.6% | -24.6% | -24.5% |
| 3M | -1.0% | -7.5% | +6.5% | +1.2% |
| 6M | -3.2% | -18.3% | +15.1% | +2.8% |
| YTD | +232.2% | -13.8% | +246.0% | +253.7% |
| 1Y | +137.7% | -8.8% | +146.6% | +150.7% |
| All | +102.5% | +170.7% | -68.2% | +51.7% |
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