-6.9%
GEHC vs AME
+29.8%
-36.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -4.0% | +0.6% | -4.6% | -4.2% |
| 30D | -2.0% | -6.7% | +4.7% | -0.2% |
| 3M | +8.0% | +4.1% | +3.9% | +5.0% |
| 6M | -12.8% | +1.6% | -14.3% | -15.4% |
| YTD | -15.9% | +16.1% | -32.1% | -21.8% |
| 1Y | -6.9% | +27.3% | -34.3% | -14.2% |
| All | -6.9% | +29.8% | -36.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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