+12,846.9%
AMD vs GFI
+508.6%
+12,338.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | +18.9% | -8.7% | +27.6% | +19.6% |
| 30D | -6.4% | +0.6% | -7.0% | -6.5% |
| 3M | +10.6% | -7.5% | +18.1% | +11.0% |
| 6M | +19.9% | -18.3% | +38.2% | +21.1% |
| YTD | +149.4% | -13.8% | +163.2% | +150.8% |
| 1Y | +115.4% | -8.8% | +124.2% | +115.9% |
| 3Y | +357.3% | +215.8% | +141.4% | +320.1% |
| 5Y | +261.1% | +301.2% | -40.1% | +222.5% |
| 10Y | +7,883.0% | +1,284.4% | +6,598.5% | +6,439.6% |
| All | +12,846.9% | +508.6% | +12,338.3% | +10,733.2% |
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