+111.2%
AMD vs GIS
-21.0%
+132.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.6% | +17.3% | +12.3% |
| 7D | +6.5% | +1.5% | +4.9% | +8.5% |
| 30D | -15.3% | +9.2% | -24.5% | -6.8% |
| 3M | +9.7% | -5.4% | +15.1% | +8.0% |
| 6M | +13.2% | +3.4% | +9.8% | +23.8% |
| YTD | +140.6% | -20.5% | +161.0% | +112.8% |
| 1Y | +111.2% | -20.0% | +131.1% | +88.0% |
| All | +111.2% | -21.0% | +132.1% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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