+1,822.5%
AMD vs GH
+446.7%
+1,375.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.0% | -6.7% | -8.2% |
| 7D | +18.9% | +0.6% | +18.4% | +18.9% |
| 30D | -6.4% | -6.9% | +0.5% | -4.0% |
| 3M | +10.6% | -4.9% | +15.5% | +12.2% |
| 6M | +19.9% | +54.1% | -34.2% | +5.9% |
| YTD | +149.4% | +48.5% | +100.9% | +120.7% |
| 1Y | +115.4% | +61.2% | +54.2% | +86.2% |
| 3Y | +357.3% | +570.3% | -213.1% | +142.6% |
| 5Y | +261.1% | +46.1% | +215.0% | +167.2% |
| All | +1,822.5% | +446.7% | +1,375.8% | +746.3% |
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