+115.4%
AMD vs GWRE
-28.5%
+143.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.1% | -7.6% | -9.0% |
| 7D | +18.9% | -2.0% | +20.9% | +18.4% |
| 30D | -6.4% | -4.1% | -2.4% | -7.0% |
| 3M | +10.6% | -13.4% | +23.9% | +9.0% |
| 6M | +19.9% | +26.0% | -6.1% | +26.5% |
| YTD | +149.4% | -21.3% | +170.7% | +151.1% |
| 1Y | +115.4% | -27.5% | +142.9% | +117.1% |
| All | +115.4% | -28.5% | +143.9% | +117.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling