+326.4%
AMD vs GTLB
-47.1%
+373.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.4% |
| 7D | +2.6% | +11.1% | -8.5% | -0.3% |
| 30D | -0.9% | +37.8% | -38.7% | -9.4% |
| 3M | -8.7% | +61.6% | -70.3% | -20.5% |
| 6M | +136.3% | +98.9% | +37.4% | +91.1% |
| YTD | +123.0% | +32.8% | +90.2% | +99.6% |
| 1Y | +195.2% | +14.7% | +180.5% | +172.2% |
| 3Y | +336.3% | +1.3% | +335.0% | +288.7% |
| All | +326.4% | -47.1% | +373.6% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling