-22.1%
AMAT vs GEHC
+37.4%
-59.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.4% | -11.2% | -14.7% |
| 7D | -24.3% | +9.6% | -33.9% | -20.3% |
| 30D | -39.8% | +29.4% | -69.2% | -30.2% |
| 3M | -40.2% | +19.3% | -59.5% | -33.9% |
| 6M | -22.1% | +37.4% | -59.5% | -6.9% |
| All | -22.1% | +37.4% | -59.6% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling