-25.6%
GFS vs AMDL
+47.6%
-73.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +22.3% | -16.1% | +1.4% |
| 7D | -7.8% | -26.2% | +18.4% | -3.5% |
| 30D | -19.7% | -57.1% | +37.4% | -6.6% |
| 3M | -23.1% | -29.8% | +6.7% | -20.4% |
| 6M | -46.4% | -22.2% | -24.2% | -47.0% |
| YTD | +11.0% | +142.1% | -131.1% | -17.8% |
| 1Y | +12.6% | +85.8% | -73.2% | -13.3% |
| All | -25.6% | +47.6% | -73.2% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling