+195.2%
AMD vs GFS
+37.2%
+158.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.9% |
| 7D | +2.6% | +1.0% | +1.6% | +2.1% |
| 30D | -0.9% | -8.6% | +7.7% | +3.5% |
| 3M | -8.7% | -46.5% | +37.8% | +22.7% |
| 6M | +136.3% | -4.8% | +141.2% | +156.9% |
| YTD | +123.0% | +29.7% | +93.3% | +114.5% |
| 1Y | +195.2% | +35.8% | +159.3% | +189.6% |
| All | +195.2% | +37.2% | +158.0% | +189.6% |
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