+196.6%
AMD vs GS
+138.4%
+58.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.4% | -10.9% | -11.7% |
| 7D | -28.6% | -6.3% | -22.3% | -23.7% |
| 30D | -37.7% | -3.1% | -34.6% | -35.2% |
| 3M | -16.1% | -17.7% | +1.5% | 0.0% |
| 6M | +13.8% | -4.6% | +18.4% | +20.6% |
| YTD | +88.8% | +0.3% | +88.5% | +90.6% |
| 1Y | +57.8% | +11.7% | +46.0% | +45.8% |
| 3Y | +260.3% | +183.6% | +76.7% | +42.7% |
| 5Y | +196.6% | +141.0% | +55.7% | +24.3% |
| All | +196.6% | +138.4% | +58.2% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling