+178.2%
AMDL vs GPC
+2.0%
+176.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.8% | +15.1% | +14.3% |
| 7D | +18.5% | -2.1% | +20.6% | +18.2% |
| 30D | -24.2% | -4.5% | -19.7% | -24.4% |
| 3M | +11.5% | -7.7% | +19.2% | +11.3% |
| 6M | -1.0% | +24.3% | -25.3% | -11.1% |
| YTD | +260.3% | +3.5% | +256.8% | +233.5% |
| 1Y | +178.2% | +0.7% | +177.4% | +164.7% |
| All | +178.2% | +2.0% | +176.1% | +164.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling