+348.4%
AMAT vs GEHC
+10.0%
+338.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.7% |
| 7D | -1.5% | -4.0% | +2.5% | -0.3% |
| 30D | -14.8% | -2.0% | -12.8% | -14.4% |
| 3M | -9.3% | +8.0% | -17.2% | -13.3% |
| 6M | +27.4% | -12.8% | +40.2% | +32.5% |
| YTD | +77.6% | -15.9% | +93.5% | +86.6% |
| 1Y | +188.9% | -6.9% | +195.9% | +189.1% |
| 3Y | +202.3% | 0.0% | +202.3% | +193.5% |
| All | +348.4% | +10.0% | +338.4% | +323.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling