+12,389.9%
AMD vs GFI
+549.2%
+11,840.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.6% | +17.3% | +14.9% |
| 7D | +6.5% | +10.4% | -3.9% | +5.7% |
| 30D | -15.3% | +3.6% | -18.9% | -15.5% |
| 3M | +9.7% | -5.1% | +14.8% | +9.9% |
| 6M | +13.2% | -13.0% | +26.2% | +13.9% |
| YTD | +140.6% | -8.0% | +148.6% | +140.9% |
| 1Y | +111.2% | -5.0% | +116.2% | +111.0% |
| 3Y | +334.4% | +228.8% | +105.7% | +298.0% |
| 5Y | +268.3% | +354.4% | -86.0% | +226.4% |
| 10Y | +8,077.9% | +1,238.7% | +6,839.2% | +6,598.9% |
| All | +12,389.9% | +549.2% | +11,840.7% | +10,305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling