+47.6%
AMDL vs GPC
-13.5%
+61.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.3% | +23.6% | +22.7% |
| 7D | -26.2% | +1.6% | -27.8% | -26.5% |
| 30D | -57.1% | -2.1% | -55.0% | -57.0% |
| 3M | -29.8% | -6.8% | -23.0% | -28.6% |
| 6M | -22.2% | +18.6% | -40.8% | -32.0% |
| YTD | +142.1% | +2.7% | +139.4% | +122.4% |
| 1Y | +85.8% | +1.8% | +84.1% | +70.7% |
| All | +47.6% | -13.5% | +61.1% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling