+165.0%
AMAT vs GEHC
+20.5%
+144.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -32.2% |
| 3M | -31.2% | +17.1% | -48.3% | -34.6% |
| 6M | -14.7% | +32.5% | -47.2% | -23.9% |
| YTD | +44.7% | +2.7% | +42.0% | +44.3% |
| 1Y | +62.0% | +15.3% | +46.7% | +51.7% |
| 3Y | +165.0% | +23.7% | +141.3% | +142.2% |
| All | +165.0% | +20.5% | +144.5% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling