+203.0%
AMAT vs GEHC
+0.1%
+202.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -1.5% | -4.0% | +2.5% | -0.2% |
| 30D | -14.8% | -2.0% | -12.8% | -14.4% |
| 3M | -9.3% | +8.0% | -17.2% | -13.5% |
| 6M | +27.4% | -12.8% | +40.2% | +33.3% |
| YTD | +77.6% | -15.9% | +93.5% | +87.9% |
| 1Y | +188.9% | -6.9% | +195.9% | +189.1% |
| All | +203.0% | +0.1% | +202.9% | +192.5% |
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