+319.8%
AMD vs GFS
-13.5%
+333.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +4.9% | +8.4% | +10.3% |
| 7D | +8.9% | -3.1% | +12.1% | +12.0% |
| 30D | -16.4% | -16.0% | -0.3% | -6.3% |
| 3M | +5.2% | -24.7% | +29.9% | +25.2% |
| 6M | +11.7% | -45.1% | +56.9% | +59.1% |
| YTD | +137.5% | +16.5% | +121.0% | +108.9% |
| 1Y | +117.8% | +19.3% | +98.4% | +88.3% |
| 3Y | +348.1% | -20.0% | +368.1% | +366.0% |
| 5Y | +241.5% | -32.0% | +273.5% | +276.9% |
| All | +319.8% | -13.5% | +333.2% | +351.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling