+790.3%
GH vs AMDL
+92.1%
+698.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.8% | -2.5% |
| 7D | -11.2% | +5.4% | -16.6% | -12.7% |
| 30D | -7.2% | -36.6% | +29.4% | -4.5% |
| 3M | -7.1% | -1.0% | -6.1% | -9.6% |
| 6M | +62.3% | -12.1% | +74.4% | +53.8% |
| YTD | +52.1% | +215.1% | -163.0% | +18.4% |
| 1Y | +58.6% | +130.4% | -71.7% | +27.4% |
| All | +790.3% | +92.1% | +698.2% | +511.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling