+507.8%
AMD vs GEHC
+33.8%
+474.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.4% | -14.9% | -16.6% |
| 7D | -28.6% | +9.6% | -38.2% | -30.4% |
| 30D | -37.7% | +29.4% | -67.1% | -42.3% |
| 3M | -16.1% | +19.3% | -35.4% | -20.5% |
| 6M | +13.8% | +37.4% | -23.5% | +1.3% |
| YTD | +88.8% | +2.3% | +86.5% | +85.8% |
| 1Y | +57.8% | +11.0% | +46.8% | +48.9% |
| 3Y | +260.3% | +17.6% | +242.6% | +219.5% |
| All | +507.8% | +33.8% | +474.0% | +419.9% |
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