+373.4%
AMD vs GEHC
+19.4%
+354.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.6% |
| 7D | +13.1% | -3.7% | +16.9% | +14.3% |
| 30D | -7.0% | +22.0% | -29.0% | -11.5% |
| 3M | +16.6% | +13.6% | +3.0% | +12.8% |
| 6M | +20.5% | +34.0% | -13.5% | +9.3% |
| YTD | +158.2% | +0.9% | +157.3% | +157.6% |
| 1Y | +132.8% | +12.7% | +120.0% | +118.9% |
| All | +373.4% | +19.4% | +354.1% | +348.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling