-36.3%
GIS vs AMDL
+95.0%
-131.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +9.2% | -11.7% | -2.0% |
| 7D | -7.8% | +4.5% | -12.4% | -7.6% |
| 30D | +6.6% | -4.4% | +11.0% | +6.6% |
| 3M | +21.0% | -30.5% | +51.5% | +20.8% |
| 6M | -9.1% | +300.9% | -310.0% | -2.1% |
| YTD | -13.6% | +219.9% | -233.6% | -7.3% |
| 1Y | -18.0% | +374.7% | -392.7% | -10.4% |
| All | -36.3% | +95.0% | -131.3% | -34.9% |
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