+24.4%
GH vs AME
+83.9%
-59.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.6% |
| 7D | -0.2% | +1.3% | -1.5% | -1.3% |
| 30D | -2.6% | -6.6% | +3.9% | +2.7% |
| 3M | +25.1% | +3.0% | +22.1% | +20.7% |
| 6M | +78.5% | +5.3% | +73.2% | +67.9% |
| YTD | +59.4% | +15.4% | +43.9% | +37.5% |
| 1Y | +173.9% | +26.8% | +147.0% | +117.8% |
| 3Y | +382.7% | +56.5% | +326.2% | +204.2% |
| 5Y | +24.4% | +85.2% | -60.8% | -39.9% |
| All | +24.4% | +83.9% | -59.5% | -39.9% |
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