+95.5%
AMD vs GFS
+15.5%
+80.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +7.0% | +4.3% |
| 7D | -15.5% | -12.5% | -3.0% | -8.9% |
| 30D | -22.6% | -16.9% | -5.7% | -14.4% |
| 3M | -5.7% | -22.3% | +16.5% | +7.7% |
| 6M | +43.1% | -40.2% | +83.3% | +89.6% |
| YTD | +128.2% | +16.0% | +112.3% | +124.0% |
| 1Y | +95.5% | +17.7% | +77.8% | +88.7% |
| All | +95.5% | +15.5% | +80.0% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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