+95.0%
AMDL vs GPC
-2.7%
+97.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.1% | +8.1% | +8.8% |
| 7D | +4.5% | +1.2% | +3.3% | +4.1% |
| 30D | -4.4% | +6.0% | -10.4% | -6.5% |
| 3M | -30.5% | +42.6% | -73.1% | -43.6% |
| 6M | +300.9% | +22.8% | +278.1% | +252.3% |
| YTD | +219.9% | +15.5% | +204.5% | +183.4% |
| 1Y | +374.7% | +2.0% | +372.7% | +350.3% |
| All | +95.0% | -2.7% | +97.7% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling