+95.5%
AMD vs GFI
+6.9%
+88.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | -1.4% |
| 7D | -15.5% | +1.4% | -16.9% | -16.0% |
| 30D | -22.6% | +3.0% | -25.6% | -23.5% |
| 3M | -5.7% | +10.2% | -15.9% | -11.4% |
| 6M | +43.1% | -10.1% | +53.2% | +46.3% |
| YTD | +128.2% | -11.4% | +139.6% | +123.3% |
| 1Y | +95.5% | +8.4% | +87.1% | +64.1% |
| All | +95.5% | +6.9% | +88.5% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling