+88.9%
AMD vs GFS
+8.5%
+80.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.2% | +4.8% | +7.3% |
| 7D | -11.0% | -7.8% | -3.2% | -6.2% |
| 30D | -30.5% | -19.7% | -10.8% | -21.0% |
| 3M | -8.2% | -23.1% | +14.9% | +6.3% |
| 6M | +6.6% | -46.4% | +52.9% | +49.5% |
| YTD | +109.7% | +11.0% | +98.6% | +119.8% |
| 1Y | +88.9% | +12.6% | +76.3% | +97.9% |
| All | +88.9% | +8.5% | +80.4% | +97.9% |
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