+8,520.0%
AMD vs GWRE
+170.6%
+8,349.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.2% | +4.7% | +5.4% |
| 7D | +44.7% | -4.4% | +49.1% | +47.0% |
| 30D | -3.3% | -3.5% | +0.1% | -3.1% |
| 3M | +21.2% | -7.6% | +28.7% | +18.8% |
| 6M | +30.6% | +21.8% | +8.8% | +5.6% |
| YTD | +173.3% | -20.4% | +193.7% | +166.4% |
| 1Y | +126.1% | -27.6% | +153.7% | +132.5% |
| 3Y | +393.5% | +75.7% | +317.9% | +148.6% |
| 5Y | +295.8% | +27.8% | +268.0% | +143.3% |
| All | +8,520.0% | +170.6% | +8,349.4% | +3,357.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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