+8,378.1%
AMD vs GFI
+1,081.9%
+7,296.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.0% |
| 7D | +10.4% | -5.1% | +15.5% | +11.1% |
| 30D | +6.2% | +13.4% | -7.3% | +4.6% |
| 3M | +11.3% | +36.2% | -24.9% | +7.1% |
| 6M | +147.8% | -9.8% | +157.6% | +148.7% |
| YTD | +135.2% | +7.7% | +127.5% | +132.0% |
| 1Y | +215.7% | +27.2% | +188.5% | +206.3% |
| 3Y | +374.7% | +300.3% | +74.4% | +308.1% |
| 5Y | +378.7% | +539.8% | -161.1% | +284.7% |
| All | +8,378.1% | +1,081.9% | +7,296.3% | +7,375.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling