+7,565.7%
AMD vs GWW
+575.3%
+6,990.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.3% |
| 7D | +2.6% | +1.4% | +1.2% | +1.9% |
| 30D | -0.9% | +3.3% | -4.2% | -2.5% |
| 3M | -8.7% | +2.9% | -11.6% | -10.4% |
| 6M | +136.3% | +15.8% | +120.6% | +118.8% |
| YTD | +123.0% | +32.0% | +91.0% | +92.4% |
| 1Y | +195.2% | +29.9% | +165.3% | +156.3% |
| 3Y | +336.3% | +91.1% | +245.3% | +214.3% |
| 5Y | +334.5% | +223.9% | +110.5% | +147.0% |
| All | +7,565.7% | +575.3% | +6,990.4% | +3,842.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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