+702.7%
AMD vs GEHC
+32.6%
+670.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.4% | -10.2% | -9.2% |
| 7D | +18.9% | +0.8% | +18.2% | +18.6% |
| 30D | -6.4% | +21.3% | -27.8% | -11.6% |
| 3M | +10.6% | +12.6% | -2.0% | +6.6% |
| 6M | +19.9% | +34.3% | -14.4% | +7.3% |
| YTD | +149.4% | +1.4% | +148.0% | +145.8% |
| 1Y | +115.4% | +12.5% | +102.9% | +101.2% |
| 3Y | +357.3% | +19.2% | +338.1% | +302.5% |
| All | +702.7% | +32.6% | +670.1% | +587.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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