+6,406.4%
AMD vs GS
+657.0%
+5,749.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | +0.9% | +1.6% | +1.9% |
| 30D | -0.9% | -1.6% | +0.6% | 0.0% |
| 3M | -8.7% | -4.5% | -4.2% | -5.3% |
| 6M | +136.3% | +20.9% | +115.5% | +109.8% |
| YTD | +123.0% | +19.9% | +103.1% | +98.6% |
| 1Y | +195.2% | +41.4% | +153.8% | +136.4% |
| 3Y | +336.3% | +239.2% | +97.2% | +98.3% |
| 5Y | +334.5% | +185.0% | +149.4% | +118.5% |
| All | +6,406.4% | +657.0% | +5,749.4% | +1,903.0% |
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