+5,645.2%
AMD vs GS
+1,903.9%
+3,741.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | +0.9% | +1.6% | +1.9% |
| 30D | -0.9% | -1.6% | +0.6% | -0.1% |
| 3M | -8.7% | -4.5% | -4.2% | -5.5% |
| 6M | +136.3% | +20.9% | +115.5% | +111.5% |
| YTD | +123.0% | +19.9% | +103.1% | +100.3% |
| 1Y | +195.2% | +41.4% | +153.8% | +139.8% |
| 3Y | +336.3% | +239.2% | +97.2% | +105.0% |
| 5Y | +334.5% | +185.0% | +149.4% | +129.1% |
| 10Y | +6,259.1% | +655.0% | +5,604.2% | +1,621.0% |
| All | +5,645.2% | +1,903.9% | +3,741.3% | +621.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling