+401.3%
GH vs AME
+214.3%
+187.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.9% |
| 7D | -0.1% | +0.6% | -0.7% | -0.6% |
| 30D | -1.1% | -6.7% | +5.6% | +3.9% |
| 3M | +21.3% | +4.1% | +17.2% | +16.9% |
| 6M | +73.5% | +1.6% | +71.9% | +69.3% |
| YTD | +58.0% | +16.1% | +41.9% | +39.1% |
| 1Y | +163.1% | +27.3% | +135.7% | +117.1% |
| 3Y | +361.0% | +50.9% | +310.2% | +229.2% |
| 5Y | +22.5% | +81.4% | -58.8% | -23.9% |
| All | +401.3% | +214.3% | +187.0% | +88.4% |
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