+11,477.5%
AMD vs GFI
+688.7%
+10,788.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.8% |
| 7D | +2.6% | +3.1% | -0.6% | +2.3% |
| 30D | -0.9% | +27.1% | -28.0% | -2.6% |
| 3M | -8.7% | +21.2% | -29.9% | -10.0% |
| 6M | +136.3% | -4.5% | +140.8% | +136.4% |
| YTD | +123.0% | +11.7% | +111.3% | +120.7% |
| 1Y | +195.2% | +46.0% | +149.1% | +187.0% |
| 3Y | +336.3% | +309.6% | +26.8% | +293.9% |
| 5Y | +334.5% | +506.0% | -171.6% | +278.3% |
| 10Y | +6,259.1% | +1,009.2% | +5,249.9% | +5,141.3% |
| All | +11,477.5% | +688.7% | +10,788.7% | +9,431.0% |
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