+617.8%
AMD vs GEHC
+10.0%
+607.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.9% | +5.1% |
| 7D | +2.6% | -4.0% | +6.6% | +3.8% |
| 30D | -0.9% | -2.0% | +1.0% | -0.5% |
| 3M | -8.7% | +8.0% | -16.7% | -12.4% |
| 6M | +136.3% | -12.8% | +149.1% | +145.2% |
| YTD | +123.0% | -15.9% | +138.9% | +132.6% |
| 1Y | +195.2% | -6.9% | +202.1% | +191.6% |
| 3Y | +336.3% | 0.0% | +336.4% | +303.9% |
| All | +617.8% | +10.0% | +607.9% | +551.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling