+102.5%
AMDL vs GPC
-13.1%
+115.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +0.4% | -18.0% | -17.7% |
| 7D | +37.2% | +0.4% | +36.8% | +37.1% |
| 30D | -24.0% | -6.3% | -17.7% | -22.5% |
| 3M | -1.0% | -8.2% | +7.1% | +1.4% |
| 6M | -3.2% | +27.1% | -30.3% | -18.5% |
| YTD | +232.2% | +3.1% | +229.1% | +204.8% |
| 1Y | +137.7% | +0.1% | +137.7% | +121.7% |
| All | +102.5% | -13.1% | +115.6% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling