+215.7%
AMD vs GFI
+29.0%
+186.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.4% |
| 7D | +10.4% | -5.1% | +15.5% | +12.3% |
| 30D | +6.2% | +13.4% | -7.3% | +1.4% |
| 3M | +11.3% | +36.2% | -24.9% | -1.7% |
| 6M | +147.8% | -9.8% | +157.6% | +147.6% |
| YTD | +135.2% | +7.7% | +127.5% | +125.1% |
| 1Y | +215.7% | +27.2% | +188.5% | +194.7% |
| All | +215.7% | +29.0% | +186.7% | +194.7% |
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