+265.4%
AMAT vs GEHC
+34.3%
+231.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.0% | +9.4% | +10.8% |
| 7D | -1.1% | +5.6% | -6.7% | -2.6% |
| 30D | -26.9% | +27.9% | -54.8% | -32.1% |
| 3M | -31.2% | +17.1% | -48.3% | -34.5% |
| 6M | -14.7% | +32.5% | -47.2% | -23.5% |
| YTD | +44.7% | +2.7% | +42.0% | +43.2% |
| 1Y | +62.0% | +15.3% | +46.7% | +51.9% |
| 3Y | +165.0% | +23.7% | +141.3% | +141.6% |
| All | +265.4% | +34.3% | +231.1% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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