+95.0%
AMDL vs GGLL
+216.3%
-121.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.3% | +11.5% | +10.8% |
| 7D | +4.5% | -4.8% | +9.3% | +7.7% |
| 30D | -4.4% | -13.7% | +9.3% | +4.4% |
| 3M | -30.5% | -21.9% | -8.6% | -21.3% |
| 6M | +300.9% | +11.7% | +289.2% | +238.2% |
| YTD | +219.9% | +2.3% | +217.7% | +188.4% |
| 1Y | +374.7% | +76.2% | +298.5% | +169.7% |
| All | +95.0% | +216.3% | -121.3% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling