+574.9%
AMD vs GEHC
+31.6%
+543.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.6% | +12.7% | +11.5% |
| 7D | -11.0% | +7.6% | -18.6% | -12.9% |
| 30D | -30.5% | +27.5% | -57.9% | -35.3% |
| 3M | -8.2% | +17.2% | -25.5% | -12.6% |
| 6M | +6.6% | +33.6% | -27.0% | -4.4% |
| YTD | +109.7% | +0.6% | +109.0% | +107.2% |
| 1Y | +88.9% | +11.3% | +77.6% | +77.3% |
| 3Y | +301.8% | +16.5% | +285.3% | +256.8% |
| All | +574.9% | +31.6% | +543.3% | +479.7% |
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 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