+348.0%
AMD vs GIS
-33.3%
+381.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +3.2% |
| 7D | +2.6% | -7.8% | +10.4% | -2.3% |
| 30D | -0.9% | +6.6% | -7.5% | +3.4% |
| 3M | -8.7% | +21.0% | -29.7% | +3.7% |
| 6M | +136.3% | -9.1% | +145.4% | +133.8% |
| YTD | +123.0% | -13.6% | +136.6% | +117.0% |
| 1Y | +195.2% | -18.0% | +213.2% | +183.0% |
| All | +348.0% | -33.3% | +381.3% | +317.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling