+30.6%
AMD vs GFS
-41.3%
+71.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.3% |
| 7D | +44.7% | +17.2% | +27.5% | +28.5% |
| 30D | -3.3% | -8.7% | +5.4% | +3.7% |
| 3M | +21.2% | -19.7% | +40.9% | +41.6% |
| 6M | +30.6% | -40.7% | +71.3% | +86.0% |
| All | +30.6% | -41.3% | +71.9% | +86.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling