+390.9%
AMD vs GWRE
+15.9%
+375.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.0% | +8.0% | +4.4% |
| 7D | +14.0% | -26.2% | +40.2% | +22.2% |
| 30D | +11.0% | -17.8% | +28.7% | +14.4% |
| 3M | +9.6% | +14.2% | -4.7% | -2.2% |
| 6M | +157.1% | -12.9% | +170.0% | +149.2% |
| YTD | +143.3% | -29.2% | +172.6% | +157.5% |
| 1Y | +234.4% | -44.4% | +278.9% | +301.3% |
| 3Y | +391.2% | +51.1% | +340.1% | +170.8% |
| 5Y | +390.9% | +16.5% | +374.4% | +230.9% |
| All | +390.9% | +15.9% | +375.0% | +230.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling