+1.8%
GTLB vs AMDL
+175.5%
-173.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.9% | -12.0% | -0.3% |
| 7D | -3.5% | +103.5% | -107.0% | -4.7% |
| 30D | -9.0% | -18.3% | +9.3% | -9.4% |
| 3M | +15.9% | +20.1% | -4.2% | +15.4% |
| 6M | +104.9% | +15.9% | +88.9% | +101.0% |
| YTD | +26.0% | +303.0% | -277.0% | +13.8% |
| 1Y | +1.8% | +164.0% | -162.2% | -6.9% |
| All | +1.8% | +175.5% | -173.7% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling