-17.8%
GEHC vs AME
+29.6%
-47.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -1.3% |
| 7D | -7.2% | +1.7% | -8.9% | -7.6% |
| 30D | -11.6% | -6.4% | -5.1% | -10.1% |
| 3M | -0.8% | +7.1% | -7.9% | -4.5% |
| 6M | -11.9% | +8.2% | -20.1% | -16.1% |
| YTD | -21.9% | +18.2% | -40.1% | -27.4% |
| 1Y | -17.8% | +26.7% | -44.6% | -23.3% |
| All | -17.8% | +29.6% | -47.4% | -23.3% |
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