+7,765.4%
AMD vs GNRC
+372.1%
+7,393.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.1% | -7.7% | -8.2% |
| 7D | +18.9% | +7.9% | +11.0% | +14.9% |
| 30D | -6.4% | -3.7% | -2.8% | -4.0% |
| 3M | +10.6% | -11.9% | +22.5% | +17.3% |
| 6M | +19.9% | -28.6% | +48.5% | +40.8% |
| YTD | +149.4% | +39.9% | +109.5% | +111.1% |
| 1Y | +115.4% | +23.4% | +92.0% | +92.2% |
| 3Y | +357.3% | +84.2% | +273.0% | +224.7% |
| 5Y | +261.1% | -57.3% | +318.4% | +372.3% |
| All | +7,765.4% | +372.1% | +7,393.3% | +2,588.1% |
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