+12.0%
GEHC vs AME
+73.7%
-61.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -5.2% | +2.8% | -8.0% | -6.5% |
| 30D | -7.0% | -6.3% | -0.7% | -3.9% |
| 3M | +3.3% | +5.4% | -2.1% | -0.9% |
| 6M | -10.0% | +7.4% | -17.4% | -14.8% |
| YTD | -18.5% | +16.2% | -34.6% | -26.5% |
| 1Y | -14.4% | +26.8% | -41.2% | -27.1% |
| 3Y | +3.4% | +57.5% | -54.1% | -22.6% |
| All | +12.0% | +73.7% | -61.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling