+43.1%
AMD vs GD
+7.0%
+36.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | -0.3% |
| 7D | -15.5% | +3.0% | -18.5% | -14.1% |
| 30D | -22.6% | +10.5% | -33.2% | -18.7% |
| 3M | -5.7% | -5.0% | -0.8% | -4.5% |
| 6M | +43.1% | +5.5% | +37.6% | +51.4% |
| All | +43.1% | +7.0% | +36.1% | +51.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling