-38.3%
GIS vs AMDL
+131.0%
-169.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.0% | -7.6% | -1.3% |
| 7D | -8.6% | +29.0% | -37.6% | -7.4% |
| 30D | -0.5% | +19.1% | -19.5% | +0.7% |
| 3M | +11.9% | +1.8% | +10.1% | +13.5% |
| 6M | -11.6% | +374.4% | -386.0% | -4.0% |
| YTD | -16.3% | +278.9% | -295.2% | -9.4% |
| 1Y | -21.8% | +510.6% | -532.3% | -13.6% |
| All | -38.3% | +131.0% | -169.3% | -36.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling