+38.6%
GEHC vs AME
+75.4%
-36.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.5% |
| 7D | -3.7% | +1.1% | -4.8% | -4.3% |
| 30D | +22.0% | -4.1% | +26.1% | +23.8% |
| 3M | +13.6% | -6.3% | +19.9% | +16.4% |
| 6M | +34.0% | +3.5% | +30.5% | +28.9% |
| YTD | +0.9% | +17.3% | -16.4% | -10.3% |
| 1Y | +12.7% | +22.0% | -9.3% | -2.1% |
| 3Y | +19.4% | +62.0% | -42.6% | -12.3% |
| All | +38.6% | +75.4% | -36.8% | -2.6% |
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