-29.7%
GPN vs AMDL
+117.8%
-147.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.7% | -15.0% | -3.9% |
| 7D | -0.7% | +19.9% | -20.7% | -1.6% |
| 30D | +3.8% | +6.3% | -2.4% | +3.3% |
| 3M | +39.2% | -9.9% | +49.1% | +37.5% |
| 6M | +17.9% | +394.3% | -376.4% | +1.5% |
| YTD | +16.4% | +257.3% | -240.9% | +0.7% |
| 1Y | +3.6% | +508.5% | -504.9% | -18.3% |
| All | -29.7% | +117.8% | -147.5% | -50.6% |
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 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