+145.7%
AMDL vs GPC
-13.5%
+159.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.7% | +12.6% | +12.1% |
| 7D | +103.5% | -1.3% | +104.8% | +104.4% |
| 30D | -18.3% | -6.0% | -12.3% | -16.8% |
| 3M | +20.1% | -7.6% | +27.7% | +22.7% |
| 6M | +15.9% | +24.2% | -8.3% | -1.2% |
| YTD | +303.0% | +2.7% | +300.3% | +270.4% |
| 1Y | +164.0% | +0.2% | +163.8% | +145.7% |
| All | +145.7% | -13.5% | +159.1% | +129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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