-22.2%
AMAT vs GEHC
+33.4%
-55.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.9% | +3.4% |
| 7D | -14.7% | +7.6% | -22.3% | -10.9% |
| 30D | -36.1% | +27.5% | -63.6% | -26.2% |
| 3M | -36.9% | +17.2% | -54.1% | -30.7% |
| 6M | -22.2% | +33.6% | -55.8% | -6.7% |
| All | -22.2% | +33.4% | -55.6% | -6.7% |
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 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