+10,785.8%
AMD vs GIS
+1,419.4%
+9,366.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.6% | +13.6% | +11.6% |
| 7D | -11.0% | +3.6% | -14.6% | -11.9% |
| 30D | -30.5% | +13.9% | -44.4% | -32.9% |
| 3M | -8.2% | +0.3% | -8.5% | -9.3% |
| 6M | +6.6% | +5.0% | +1.6% | +2.6% |
| YTD | +109.7% | -18.4% | +128.0% | +114.2% |
| 1Y | +88.9% | -17.4% | +106.4% | +91.8% |
| 3Y | +301.8% | -36.9% | +338.8% | +328.7% |
| 5Y | +229.4% | -30.4% | +259.7% | +230.3% |
| 10Y | +6,745.1% | -13.6% | +6,758.7% | +6,001.2% |
| All | +10,785.8% | +1,419.4% | +9,366.4% | +3,096.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling