+6,406.4%
AMD vs GD
+190.3%
+6,216.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.6% |
| 7D | +2.6% | -5.3% | +7.8% | +5.3% |
| 30D | -0.9% | -6.4% | +5.5% | +2.3% |
| 3M | -8.7% | +5.7% | -14.4% | -12.0% |
| 6M | +136.3% | -0.9% | +137.3% | +134.8% |
| YTD | +123.0% | +8.2% | +114.8% | +110.8% |
| 1Y | +195.2% | +13.4% | +181.8% | +171.9% |
| 3Y | +336.3% | +68.5% | +267.8% | +218.4% |
| 5Y | +334.5% | +97.2% | +237.3% | +190.4% |
| All | +6,406.4% | +190.3% | +6,216.1% | +3,360.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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