+9.3%
GEHC vs AME
+72.7%
-63.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -7.6% | +1.3% | -9.0% | -8.3% |
| 30D | -10.7% | -6.6% | -4.1% | -7.6% |
| 3M | -1.2% | +3.0% | -4.2% | -3.9% |
| 6M | -13.7% | +5.3% | -19.0% | -17.4% |
| YTD | -20.4% | +15.4% | -35.9% | -28.1% |
| 1Y | -17.0% | +26.8% | -43.9% | -29.4% |
| 3Y | +0.9% | +56.5% | -55.6% | -24.2% |
| All | +9.3% | +72.7% | -63.4% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling