+228.1%
AMAT vs GEHC
+31.6%
+196.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.9% | +4.7% |
| 7D | -14.7% | +7.6% | -22.3% | -16.5% |
| 30D | -36.1% | +27.5% | -63.6% | -40.6% |
| 3M | -36.9% | +17.2% | -54.1% | -40.0% |
| 6M | -22.2% | +33.6% | -55.8% | -30.7% |
| YTD | +29.9% | +0.6% | +29.3% | +29.2% |
| 1Y | +43.3% | +11.3% | +32.0% | +36.0% |
| 3Y | +142.7% | +16.5% | +126.2% | +124.7% |
| All | +228.1% | +31.6% | +196.5% | +193.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling