+37.3%
GEHC vs AME
+76.4%
-39.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -2.3% | +8.1% | -10.4% | -5.8% |
| 30D | +19.0% | -3.8% | +22.8% | +20.6% |
| 3M | +13.3% | -6.6% | +19.9% | +16.3% |
| 6M | +31.5% | +4.6% | +27.0% | +25.9% |
| YTD | 0.0% | +17.9% | -18.0% | -11.3% |
| 1Y | +9.4% | +23.2% | -13.9% | -5.5% |
| 3Y | +18.3% | +62.9% | -44.6% | -13.4% |
| All | +37.3% | +76.4% | -39.1% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling