+383.1%
AMD vs GFS
-9.0%
+392.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.2% |
| 7D | +44.7% | +17.2% | +27.5% | +32.0% |
| 30D | -3.3% | -8.7% | +5.4% | +3.1% |
| 3M | +21.2% | -19.7% | +40.9% | +39.0% |
| 6M | +30.6% | -40.7% | +71.3% | +77.6% |
| YTD | +173.3% | +22.5% | +150.8% | +133.2% |
| 1Y | +126.1% | +25.2% | +100.9% | +90.1% |
| 3Y | +393.5% | -17.7% | +411.2% | +404.8% |
| 5Y | +295.8% | -23.5% | +319.3% | +320.9% |
| All | +383.1% | -9.0% | +392.1% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling