+11,477.5%
AMD vs GD
+20,186.5%
-8,709.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.5% |
| 7D | +2.6% | -5.3% | +7.8% | +5.1% |
| 30D | -0.9% | -6.4% | +5.5% | +2.0% |
| 3M | -8.7% | +5.7% | -14.4% | -11.6% |
| 6M | +136.3% | -0.9% | +137.3% | +134.8% |
| YTD | +123.0% | +8.2% | +114.8% | +112.3% |
| 1Y | +195.2% | +13.4% | +181.8% | +174.8% |
| 3Y | +336.3% | +68.5% | +267.8% | +233.5% |
| 5Y | +334.5% | +97.2% | +237.3% | +208.3% |
| 10Y | +6,259.1% | +190.2% | +6,068.9% | +3,588.4% |
| All | +11,477.5% | +20,186.5% | -8,709.1% | +2,187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling