+11,749.2%
AMD vs GD
+20,595.6%
-8,846.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +2.2% |
| 7D | -15.5% | +3.0% | -18.5% | -16.8% |
| 30D | -22.6% | +10.5% | -33.2% | -26.4% |
| 3M | -5.7% | -5.0% | -0.8% | -4.2% |
| 6M | +43.1% | +5.5% | +37.6% | +37.8% |
| YTD | +128.2% | +10.3% | +117.9% | +114.0% |
| 1Y | +95.5% | +8.2% | +87.3% | +84.8% |
| 3Y | +335.4% | +59.0% | +276.4% | +241.5% |
| 5Y | +255.5% | +104.3% | +151.2% | +147.1% |
| 10Y | +7,350.9% | +202.4% | +7,148.5% | +4,108.8% |
| All | +11,749.2% | +20,595.6% | -8,846.4% | +2,205.7% |
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