+2,006.9%
AMD vs GH
+458.1%
+1,548.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +44.7% | +0.9% | +43.8% | +44.4% |
| 30D | -3.3% | -4.5% | +1.1% | -1.5% |
| 3M | +21.2% | -6.2% | +27.4% | +23.3% |
| 6M | +30.6% | +55.0% | -24.4% | +15.1% |
| YTD | +173.3% | +51.6% | +121.7% | +140.5% |
| 1Y | +126.1% | +58.3% | +67.8% | +96.3% |
| 3Y | +393.5% | +617.6% | -224.1% | +156.5% |
| 5Y | +295.8% | +49.2% | +246.6% | +191.1% |
| All | +2,006.9% | +458.1% | +1,548.9% | +822.0% |
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