+294.2%
AMD vs GFS
-3.7%
+297.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +3.8% |
| 7D | +2.6% | +1.0% | +1.6% | +2.0% |
| 30D | -0.9% | -8.6% | +7.7% | +4.0% |
| 3M | -8.7% | -46.5% | +37.8% | +32.2% |
| 6M | +136.3% | -4.8% | +141.2% | +139.1% |
| YTD | +123.0% | +29.7% | +93.3% | +82.7% |
| 1Y | +195.2% | +35.8% | +159.3% | +132.6% |
| 3Y | +336.3% | -18.3% | +354.7% | +345.0% |
| All | +294.2% | -3.7% | +297.9% | +294.8% |
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