-12.9%
GTLB vs AMDL
+47.6%
-60.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +22.3% | -24.1% | -3.6% |
| 7D | -11.1% | -26.2% | +15.1% | -9.6% |
| 30D | -7.5% | -57.1% | +49.6% | -2.6% |
| 3M | +34.8% | -29.8% | +64.6% | +35.6% |
| 6M | +98.0% | -22.2% | +120.2% | +89.6% |
| YTD | +28.1% | +142.1% | -114.0% | +2.7% |
| 1Y | +5.6% | +85.8% | -80.3% | -13.2% |
| All | -12.9% | +47.6% | -60.5% | -46.5% |
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