+380.9%
GH vs AME
+219.1%
+161.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.4% |
| 7D | +0.9% | +8.1% | -7.2% | -4.6% |
| 30D | -4.5% | -3.8% | -0.7% | -1.7% |
| 3M | -6.2% | -6.6% | +0.4% | -1.9% |
| 6M | +55.0% | +4.6% | +50.4% | +48.3% |
| YTD | +51.6% | +17.9% | +33.7% | +31.6% |
| 1Y | +58.3% | +23.2% | +35.0% | +32.8% |
| 3Y | +617.6% | +62.9% | +554.7% | +383.9% |
| 5Y | +49.2% | +77.5% | -28.3% | -6.1% |
| All | +380.9% | +219.1% | +161.8% | +78.2% |
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 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