+126.1%
AMD vs GH
+57.4%
+68.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +44.7% | +0.9% | +43.8% | +44.3% |
| 30D | -3.3% | -4.5% | +1.1% | -0.7% |
| 3M | +21.2% | -6.2% | +27.4% | +24.2% |
| 6M | +30.6% | +55.0% | -24.4% | +12.2% |
| YTD | +173.3% | +51.6% | +121.7% | +140.6% |
| 1Y | +126.1% | +58.3% | +67.8% | +96.2% |
| All | +126.1% | +57.4% | +68.6% | +96.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling