+331.1%
AMD vs GTLB
+0.5%
+330.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.5% |
| 7D | +2.6% | +11.1% | -8.5% | +0.4% |
| 30D | -0.9% | +37.8% | -38.7% | -7.5% |
| 3M | -8.7% | +61.6% | -70.3% | -18.0% |
| 6M | +136.3% | +98.9% | +37.4% | +99.4% |
| YTD | +123.0% | +32.8% | +90.2% | +106.9% |
| 1Y | +195.2% | +14.7% | +180.5% | +181.9% |
| All | +331.1% | +0.5% | +330.6% | +288.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling