+6,351.7%
AMD vs GS
+494.8%
+5,856.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.3% |
| 7D | -11.0% | -3.2% | -7.8% | -8.5% |
| 30D | -30.5% | -2.4% | -28.1% | -28.6% |
| 3M | -8.2% | -15.7% | +7.5% | +3.9% |
| 6M | +6.6% | -6.8% | +13.3% | +13.5% |
| YTD | +109.7% | -0.1% | +109.7% | +113.2% |
| 1Y | +88.9% | +12.1% | +76.8% | +78.6% |
| 3Y | +301.8% | +185.8% | +116.0% | +107.3% |
| 5Y | +229.4% | +140.1% | +89.3% | +88.4% |
| All | +6,351.7% | +494.8% | +5,856.9% | +3,195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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