+779.8%
AMD vs GEHC
+30.8%
+749.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.1% |
| 7D | +44.7% | -2.3% | +47.0% | +45.6% |
| 30D | -3.3% | +19.0% | -22.4% | -8.2% |
| 3M | +21.2% | +13.3% | +7.9% | +16.6% |
| 6M | +30.6% | +31.5% | -1.0% | +17.7% |
| YTD | +173.3% | 0.0% | +173.3% | +170.6% |
| 1Y | +126.1% | +9.4% | +116.7% | +113.6% |
| 3Y | +393.5% | +18.3% | +375.2% | +335.0% |
| All | +779.8% | +30.8% | +749.0% | +657.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling