+92.1%
AMDL vs GGLL
+117.0%
-24.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.1% |
| 7D | +5.4% | +5.1% | +0.3% | +3.8% |
| 30D | -36.6% | -35.5% | -1.1% | -14.9% |
| 3M | -1.0% | -39.2% | +38.2% | +35.6% |
| 6M | -12.1% | -54.4% | +42.3% | +41.3% |
| YTD | +215.1% | -29.8% | +245.0% | +262.6% |
| 1Y | +130.4% | -20.4% | +150.8% | +134.6% |
| All | +92.1% | +117.0% | -24.9% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling