+6.6%
AMD vs GAP
-9.9%
+16.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.1% | +15.2% | +11.4% |
| 7D | -11.0% | -3.8% | -7.3% | -10.2% |
| 30D | -30.5% | -9.0% | -21.5% | -29.6% |
| 3M | -8.2% | +5.5% | -13.7% | -8.0% |
| 6M | +6.6% | -11.1% | +17.6% | +11.3% |
| All | +6.6% | -9.9% | +16.5% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 6mo: compounded portfolio wealth divided by compounded GAP 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…
6mo analysis · Full analysis span regression · 6 months rolling