+87.6%
GLDM vs AMDL
+85.3%
+2.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.6% |
| 7D | -0.3% | -30.7% | +30.5% | +1.0% |
| 30D | -1.9% | -43.8% | +41.9% | 0.0% |
| 3M | -0.4% | -24.5% | +24.1% | +0.1% |
| 6M | -10.1% | +44.7% | -54.8% | -12.6% |
| YTD | -5.8% | +204.0% | -209.8% | -11.2% |
| 1Y | +3.1% | +109.1% | -106.0% | -2.1% |
| All | +87.6% | +85.3% | +2.3% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling