-14.6%
GTLB vs AMDL
+117.8%
-132.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +11.7% | -17.1% | -6.3% |
| 7D | +4.6% | +19.9% | -15.4% | +2.9% |
| 30D | +21.0% | +6.3% | +14.7% | +19.9% |
| 3M | +51.7% | -9.9% | +61.6% | +48.8% |
| 6M | +89.3% | +394.3% | -305.0% | +47.1% |
| YTD | +25.6% | +257.3% | -231.7% | -0.6% |
| 1Y | -1.5% | +508.5% | -510.1% | -31.0% |
| All | -14.6% | +117.8% | -132.4% | -48.2% |
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