+1,111.0%
AMAT vs GD
+192.5%
+918.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.2% | -12.2% |
| 7D | -24.3% | -3.9% | -20.4% | -22.3% |
| 30D | -39.8% | +8.1% | -47.9% | -42.6% |
| 3M | -40.2% | -6.8% | -33.4% | -37.8% |
| 6M | -22.1% | +3.0% | -25.1% | -24.8% |
| YTD | +24.7% | +7.8% | +16.9% | +15.6% |
| 1Y | +33.3% | +5.8% | +27.5% | +25.1% |
| 3Y | +133.9% | +55.3% | +78.6% | +65.3% |
| 5Y | +117.1% | +96.7% | +20.4% | +26.5% |
| All | +1,111.0% | +192.5% | +918.6% | +547.6% |
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