+199.0%
AMD vs GWW
+217.3%
-18.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.8% | +11.5% |
| 7D | -11.0% | +6.0% | -17.0% | -14.1% |
| 30D | -30.5% | +14.0% | -44.5% | -35.9% |
| 3M | -8.2% | +12.5% | -20.8% | -15.0% |
| 6M | +6.6% | +23.6% | -17.1% | -8.2% |
| YTD | +109.7% | +43.6% | +66.1% | +61.3% |
| 1Y | +88.9% | +52.5% | +36.4% | +38.7% |
| 3Y | +301.8% | +92.6% | +209.3% | +143.1% |
| All | +199.0% | +217.3% | -18.3% | +10.5% |
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