+8,520.0%
AMD vs GNRC
+377.3%
+8,142.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.4% | +6.1% |
| 7D | +44.7% | +11.9% | +32.8% | +37.5% |
| 30D | -3.3% | -10.0% | +6.7% | +2.3% |
| 3M | +21.2% | -13.1% | +34.3% | +29.2% |
| 6M | +30.6% | -28.5% | +59.0% | +53.1% |
| YTD | +173.3% | +41.4% | +131.9% | +130.0% |
| 1Y | +126.1% | +18.8% | +107.3% | +105.2% |
| 3Y | +393.5% | +86.3% | +307.3% | +248.4% |
| 5Y | +295.8% | -56.8% | +352.6% | +414.6% |
| All | +8,520.0% | +377.3% | +8,142.7% | +2,829.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling