+57.8%
AMD vs GS
+12.1%
+45.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.4% | -10.9% | -10.7% |
| 7D | -28.6% | -6.3% | -22.3% | -22.8% |
| 30D | -37.7% | -3.1% | -34.6% | -34.7% |
| 3M | -16.1% | -17.7% | +1.5% | +2.1% |
| 6M | +13.8% | -4.6% | +18.4% | +21.5% |
| YTD | +88.8% | +0.3% | +88.5% | +85.5% |
| 1Y | +57.8% | +11.7% | +46.0% | +33.4% |
| All | +57.8% | +12.1% | +45.7% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling