+7,350.9%
AMD vs GS
+547.2%
+6,803.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | -1.4% |
| 7D | -15.5% | +0.3% | -15.8% | -15.6% |
| 30D | -22.6% | +3.9% | -26.5% | -24.4% |
| 3M | -5.7% | -11.4% | +5.7% | +2.4% |
| 6M | +43.1% | +3.7% | +39.4% | +41.2% |
| YTD | +128.2% | +7.1% | +121.1% | +119.9% |
| 1Y | +95.5% | +19.7% | +75.8% | +75.6% |
| 3Y | +335.4% | +202.8% | +132.6% | +113.9% |
| 5Y | +255.5% | +156.7% | +98.8% | +92.6% |
| 10Y | +7,350.9% | +548.7% | +6,802.2% | +3,439.7% |
| All | +7,350.9% | +547.2% | +6,803.7% | +3,439.7% |
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