+374.7%
AMDL vs GGLL
+80.0%
+294.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.3% | +11.5% | +10.4% |
| 7D | +4.5% | -4.8% | +9.3% | +7.0% |
| 30D | -4.4% | -13.7% | +9.3% | +2.5% |
| 3M | -30.5% | -21.9% | -8.6% | -21.4% |
| 6M | +300.9% | +11.7% | +289.2% | +248.3% |
| YTD | +219.9% | +2.3% | +217.7% | +198.7% |
| 1Y | +374.7% | +76.2% | +298.5% | +187.4% |
| All | +374.7% | +80.0% | +294.7% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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