+1,619.1%
AMD vs GH
+481.7%
+1,137.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +2.6% | -0.1% | +2.6% | +2.5% |
| 30D | -0.9% | -1.1% | +0.2% | -0.9% |
| 3M | -8.7% | +21.3% | -30.0% | -14.0% |
| 6M | +136.3% | +73.5% | +62.8% | +100.8% |
| YTD | +123.0% | +58.0% | +65.0% | +93.7% |
| 1Y | +195.2% | +163.1% | +32.1% | +119.9% |
| 3Y | +336.3% | +361.0% | -24.7% | +156.3% |
| 5Y | +334.5% | +22.5% | +311.9% | +235.1% |
| All | +1,619.1% | +481.7% | +1,137.5% | +642.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling