+31.3%
GWW vs AMDL
+131.0%
-99.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.0% | -6.8% | -1.0% |
| 7D | -0.5% | +29.0% | -29.4% | -1.4% |
| 30D | -1.4% | +19.1% | -20.5% | -2.2% |
| 3M | -3.6% | +1.8% | -5.4% | -4.7% |
| 6M | +15.1% | +374.4% | -359.3% | +4.3% |
| YTD | +27.5% | +278.9% | -251.4% | +15.5% |
| 1Y | +29.6% | +510.6% | -481.0% | +12.1% |
| All | +31.3% | +131.0% | -99.7% | +11.5% |
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 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