+584.0%
GH vs AME
+62.6%
+521.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.8% |
| 7D | -8.2% | +1.1% | -9.3% | -8.7% |
| 30D | -4.9% | -4.1% | -0.8% | -2.2% |
| 3M | -6.2% | -6.3% | +0.1% | -2.3% |
| 6M | +60.0% | +3.5% | +56.5% | +54.5% |
| YTD | +51.5% | +17.3% | +34.3% | +31.9% |
| 1Y | +58.4% | +22.0% | +36.4% | +33.5% |
| All | +584.0% | +62.6% | +521.4% | +322.0% |
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