+265.3%
AMAT vs GEHC
+32.6%
+232.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.2% | -3.2% |
| 7D | +11.4% | +0.8% | +10.6% | +11.1% |
| 30D | -17.0% | +21.3% | -38.4% | -21.7% |
| 3M | -30.6% | +12.6% | -43.2% | -33.1% |
| 6M | -14.9% | +34.3% | -49.2% | -24.3% |
| YTD | +44.7% | +1.4% | +43.3% | +43.6% |
| 1Y | +66.9% | +12.5% | +54.4% | +57.9% |
| 3Y | +153.3% | +19.2% | +134.1% | +133.2% |
| All | +265.3% | +32.6% | +232.7% | +225.7% |
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