-27.2%
GPN vs AMDL
+95.0%
-122.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.4% | +0.4% |
| 7D | +0.8% | +4.5% | -3.8% | +0.5% |
| 30D | +5.8% | -4.4% | +10.2% | +5.8% |
| 3M | +37.0% | -30.5% | +67.5% | +37.1% |
| 6M | +20.1% | +300.9% | -280.7% | +4.8% |
| YTD | +20.4% | +219.9% | -199.5% | +4.8% |
| 1Y | +7.4% | +374.7% | -367.3% | -13.4% |
| All | -27.2% | +95.0% | -122.3% | -48.6% |
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 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