+85.8%
AMDL vs GGLL
-19.4%
+105.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.4% | +20.9% | +21.6% |
| 7D | -26.2% | +3.1% | -29.3% | -26.3% |
| 30D | -57.1% | -36.3% | -20.8% | -46.8% |
| 3M | -29.8% | -40.4% | +10.5% | -11.2% |
| 6M | -22.2% | -54.6% | +32.4% | +15.3% |
| YTD | +142.1% | -31.1% | +173.3% | +178.5% |
| 1Y | +85.8% | -19.2% | +105.0% | +98.1% |
| All | +85.8% | -19.4% | +105.3% | +98.1% |
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