+376.3%
AMD vs GFI
+521.0%
-144.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +10.0% | +5.7% | +4.4% | +9.1% |
| 30D | +4.6% | +15.6% | -11.0% | +2.2% |
| 3M | +3.1% | +31.5% | -28.4% | -1.5% |
| 6M | +162.8% | -3.7% | +166.5% | +160.9% |
| YTD | +136.2% | +11.2% | +124.9% | +130.9% |
| 1Y | +234.0% | +36.4% | +197.6% | +220.2% |
| 3Y | +376.7% | +313.5% | +63.2% | +299.4% |
| 5Y | +376.3% | +528.0% | -151.7% | +254.0% |
| All | +376.3% | +521.0% | -144.6% | +254.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling