+264.6%
AMD vs GWW
+218.6%
+45.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.9% | -7.9% | -8.2% |
| 7D | +18.9% | +3.6% | +15.4% | +16.6% |
| 30D | -6.4% | +12.1% | -18.6% | -12.6% |
| 3M | +10.6% | +12.9% | -2.3% | +2.5% |
| 6M | +19.9% | +19.3% | +0.6% | +6.5% |
| YTD | +149.4% | +48.7% | +100.7% | +88.1% |
| 1Y | +115.4% | +60.5% | +54.9% | +53.2% |
| 3Y | +357.3% | +93.3% | +264.0% | +177.7% |
| All | +264.6% | +218.6% | +45.9% | +33.7% |
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