+664.4%
AMD vs GEHC
+34.3%
+630.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.0% | +11.3% | +12.7% |
| 7D | +8.9% | +5.6% | +3.3% | +7.4% |
| 30D | -16.4% | +27.9% | -44.3% | -22.2% |
| 3M | +5.2% | +17.1% | -11.9% | +0.3% |
| 6M | +11.7% | +32.5% | -20.8% | +0.7% |
| YTD | +137.5% | +2.7% | +134.8% | +133.5% |
| 1Y | +117.8% | +15.3% | +102.5% | +101.8% |
| 3Y | +348.1% | +23.7% | +324.5% | +289.3% |
| All | +664.4% | +34.3% | +630.2% | +553.2% |
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