+337.5%
AMD vs GWW
+224.0%
+113.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.8% | +4.1% |
| 7D | +2.6% | +1.4% | +1.2% | +1.7% |
| 30D | -0.9% | +3.3% | -4.2% | -3.0% |
| 3M | -8.7% | +2.9% | -11.6% | -11.1% |
| 6M | +136.3% | +15.8% | +120.6% | +112.7% |
| YTD | +123.0% | +32.0% | +91.0% | +81.7% |
| 1Y | +195.2% | +29.9% | +165.3% | +142.7% |
| 3Y | +336.3% | +91.1% | +245.3% | +166.7% |
| All | +337.5% | +224.0% | +113.5% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling