+1,516.4%
AMD vs GH
+443.7%
+1,072.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.7% | +12.7% | +11.5% |
| 7D | -11.0% | -15.6% | +4.6% | -6.6% |
| 30D | -30.5% | -10.4% | -20.1% | -28.0% |
| 3M | -8.2% | -4.3% | -4.0% | -7.3% |
| 6M | +6.6% | +63.5% | -57.0% | -7.5% |
| YTD | +109.7% | +47.7% | +62.0% | +85.6% |
| 1Y | +88.9% | +56.7% | +32.2% | +64.3% |
| 3Y | +301.8% | +443.9% | -142.0% | +125.3% |
| 5Y | +229.4% | +36.9% | +192.4% | +147.9% |
| All | +1,516.4% | +443.7% | +1,072.7% | +611.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling