+325.2%
AMD vs GFS
-13.3%
+338.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +6.5% | -5.3% | +11.8% | +10.9% |
| 30D | -15.3% | -15.8% | +0.5% | -5.3% |
| 3M | +9.7% | -18.6% | +28.4% | +24.9% |
| 6M | +13.2% | -45.0% | +58.2% | +60.9% |
| YTD | +140.6% | +16.8% | +123.8% | +111.3% |
| 1Y | +111.2% | +17.8% | +93.4% | +84.0% |
| 3Y | +334.4% | -21.5% | +356.0% | +357.4% |
| 5Y | +268.3% | -29.3% | +297.7% | +304.4% |
| All | +325.2% | -13.3% | +338.5% | +356.6% |
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 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