+1,587.5%
AMAT vs GD
+190.3%
+1,397.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.4% |
| 7D | -1.5% | -5.3% | +3.7% | +1.8% |
| 30D | -14.8% | -6.4% | -8.4% | -11.4% |
| 3M | -9.3% | +5.7% | -15.0% | -13.4% |
| 6M | +27.4% | -0.9% | +28.3% | +25.9% |
| YTD | +77.6% | +8.2% | +69.4% | +64.7% |
| 1Y | +188.9% | +13.4% | +175.5% | +159.4% |
| 3Y | +202.3% | +68.5% | +133.8% | +100.4% |
| 5Y | +248.9% | +97.2% | +151.8% | +102.8% |
| All | +1,587.5% | +190.3% | +1,397.1% | +684.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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