+8,589.1%
AMD vs GWRE
+131.0%
+8,458.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | +8.1% | -13.2% | +21.3% | +14.1% |
| 30D | +6.9% | -18.6% | +25.5% | +12.7% |
| 3M | +5.7% | +18.9% | -13.2% | -11.1% |
| 6M | +152.0% | -11.0% | +162.9% | +135.6% |
| YTD | +141.0% | -29.9% | +170.9% | +152.5% |
| 1Y | +231.6% | -44.3% | +275.9% | +297.1% |
| 3Y | +390.1% | +51.7% | +338.4% | +168.3% |
| 5Y | +390.6% | +15.4% | +375.2% | +217.3% |
| All | +8,589.1% | +131.0% | +8,458.1% | +3,598.3% |
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