-13.1%
GFS vs AMDL
+95.0%
-108.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | -0.4% |
| 7D | +1.0% | +4.5% | -3.5% | 0.0% |
| 30D | -8.6% | -4.4% | -4.2% | -8.0% |
| 3M | -46.5% | -30.5% | -16.1% | -44.1% |
| 6M | -4.8% | +300.9% | -305.7% | -31.6% |
| YTD | +29.7% | +219.9% | -190.3% | -6.1% |
| 1Y | +35.8% | +374.7% | -338.9% | -15.8% |
| All | -13.1% | +95.0% | -108.1% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling