+1,315.3%
AMAT vs GAP
+20.3%
+1,295.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.5% | +7.9% | +10.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -26.9% | -4.3% | -22.6% | -26.2% |
| 3M | -31.2% | +9.4% | -40.6% | -33.2% |
| 6M | -14.7% | -3.3% | -11.4% | -15.6% |
| YTD | +44.7% | -10.5% | +55.2% | +45.3% |
| 1Y | +62.0% | -2.4% | +64.3% | +58.8% |
| 3Y | +165.0% | +80.1% | +84.9% | +108.6% |
| 5Y | +147.1% | +6.5% | +140.7% | +107.7% |
| 10Y | +1,315.3% | +14.6% | +1,300.7% | +902.2% |
| All | +1,315.3% | +20.3% | +1,295.0% | +902.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling