+35.4%
GD vs AMDL
+20.7%
+14.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -34.9% | +32.5% | -1.7% |
| 7D | -3.9% | -52.7% | +48.8% | -2.8% |
| 30D | +8.1% | -65.3% | +73.4% | +9.9% |
| 3M | -6.8% | -40.8% | +34.1% | -6.5% |
| 6M | +3.0% | -12.9% | +15.9% | +0.7% |
| YTD | +7.8% | +98.0% | -90.2% | +1.3% |
| 1Y | +5.8% | +30.1% | -24.3% | +0.7% |
| All | +35.4% | +20.7% | +14.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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