+337.4%
AMD vs GD
+59.0%
+278.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.7% |
| 7D | -15.5% | +3.0% | -18.5% | -16.3% |
| 30D | -22.6% | +10.5% | -33.2% | -25.1% |
| 3M | -5.7% | -5.0% | -0.8% | -4.1% |
| 6M | +43.1% | +5.5% | +37.6% | +39.3% |
| YTD | +128.2% | +10.3% | +117.9% | +116.4% |
| 1Y | +95.5% | +8.2% | +87.3% | +87.1% |
| All | +337.4% | +59.0% | +278.3% | +260.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling