+20.7%
AMDL vs GGLL
+110.0%
-89.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -4.5% | -30.4% | -31.8% |
| 7D | -52.7% | -1.3% | -51.4% | -51.4% |
| 30D | -65.3% | -36.3% | -29.1% | -53.3% |
| 3M | -40.8% | -42.7% | +1.9% | -16.1% |
| 6M | -12.9% | -53.1% | +40.2% | +37.3% |
| YTD | +98.0% | -32.1% | +130.1% | +131.9% |
| 1Y | +30.1% | -20.1% | +50.2% | +30.9% |
| All | +20.7% | +110.0% | -89.3% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling