-37.3%
GIS vs AMDL
+117.8%
-155.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.2% | -1.0% |
| 7D | -8.3% | +19.9% | -28.2% | -7.4% |
| 30D | +2.2% | +6.3% | -4.1% | +2.7% |
| 3M | +15.7% | -9.9% | +25.6% | +16.7% |
| 6M | -12.0% | +394.3% | -406.3% | -4.3% |
| YTD | -15.0% | +257.3% | -272.3% | -8.2% |
| 1Y | -20.1% | +508.5% | -528.7% | -11.9% |
| All | -37.3% | +117.8% | -155.1% | -35.6% |
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 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