+301.0%
AMD vs GTLB
-49.0%
+349.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.9% | +11.5% |
| 7D | -11.0% | -11.1% | 0.0% | -8.1% |
| 30D | -30.5% | -7.5% | -23.0% | -29.0% |
| 3M | -8.2% | +34.8% | -43.0% | -15.7% |
| 6M | +6.6% | +98.0% | -91.4% | -13.0% |
| YTD | +109.7% | +28.1% | +81.5% | +89.2% |
| 1Y | +88.9% | +5.6% | +83.4% | +79.1% |
| 3Y | +301.8% | +15.9% | +285.9% | +244.1% |
| 5Y | +229.4% | -61.1% | +290.4% | +215.6% |
| All | +301.0% | -49.0% | +349.9% | +279.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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