+331.1%
AMD vs GD
+68.4%
+262.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.3% |
| 7D | +2.6% | -5.3% | +7.8% | +4.3% |
| 30D | -0.9% | -6.4% | +5.5% | +1.1% |
| 3M | -8.7% | +5.7% | -14.4% | -11.1% |
| 6M | +136.3% | -0.9% | +137.3% | +136.3% |
| YTD | +123.0% | +8.2% | +114.8% | +114.3% |
| 1Y | +195.2% | +13.4% | +181.8% | +178.5% |
| All | +331.1% | +68.4% | +262.7% | +274.2% |
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