+17.8%
GFS vs AMDL
+133.6%
-115.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.3% |
| 7D | -5.3% | +5.4% | -10.7% | -8.4% |
| 30D | -15.8% | -36.6% | +20.8% | -10.4% |
| 3M | -18.6% | -1.0% | -17.7% | -22.2% |
| 6M | -45.0% | -12.1% | -32.9% | -46.7% |
| YTD | +16.8% | +215.1% | -198.3% | -9.4% |
| 1Y | +17.8% | +130.4% | -112.6% | -6.6% |
| All | +17.8% | +133.6% | -115.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling