+21.0%
GEHC vs AME
+63.2%
-42.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.7% | -4.1% | +7.8% | +5.5% |
| 30D | +27.3% | -4.1% | +31.4% | +29.2% |
| 3M | +14.7% | -5.6% | +20.4% | +17.1% |
| 6M | +31.9% | +2.8% | +29.1% | +27.0% |
| YTD | +2.2% | +16.6% | -14.4% | -9.8% |
| 1Y | +14.1% | +21.1% | -7.0% | -1.8% |
| 3Y | +21.0% | +61.1% | -40.1% | -22.3% |
| All | +21.0% | +63.2% | -42.3% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling