+87.1%
AMDL vs GPC
-11.5%
+98.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +2.3% | +24.5% | +26.0% |
| 7D | +10.3% | +0.8% | +9.4% | +10.3% |
| 30D | -38.3% | -1.1% | -37.2% | -38.2% |
| 3M | -8.7% | -6.6% | -2.1% | -6.9% |
| 6M | -14.4% | +22.2% | -36.6% | -25.9% |
| YTD | +206.9% | +5.1% | +201.9% | +180.1% |
| 1Y | +144.4% | +2.8% | +141.6% | +125.1% |
| All | +87.1% | -11.5% | +98.6% | +73.3% |
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