-8.6%
GEHC vs AMDL
+47.6%
-56.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +22.3% | -23.9% | -2.5% |
| 7D | +7.6% | -26.2% | +33.8% | +8.4% |
| 30D | +27.5% | -57.1% | +84.5% | +31.0% |
| 3M | +17.2% | -29.8% | +47.1% | +17.4% |
| 6M | +33.6% | -22.2% | +55.8% | +29.2% |
| YTD | +0.6% | +142.1% | -141.5% | -14.1% |
| 1Y | +11.3% | +85.8% | -74.5% | -3.1% |
| All | -8.6% | +47.6% | -56.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 5y: compounded portfolio wealth divided by compounded AMDL 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…
5y analysis · Full analysis span regression · 6 months rolling