+388.8%
GH vs AME
+219.8%
+169.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -3.4% |
| 7D | -2.5% | +1.7% | -4.2% | -3.8% |
| 30D | -4.7% | -6.4% | +1.8% | -0.2% |
| 3M | +20.2% | +7.1% | +13.1% | +13.4% |
| 6M | +78.8% | +8.2% | +70.6% | +66.4% |
| YTD | +54.1% | +18.2% | +35.9% | +33.9% |
| 1Y | +177.1% | +26.7% | +150.3% | +129.3% |
| 3Y | +371.6% | +60.7% | +310.9% | +221.0% |
| 5Y | +21.9% | +91.6% | -69.7% | -27.1% |
| All | +388.8% | +219.8% | +169.0% | +81.2% |
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