+247.2%
AMAT vs GD
+97.9%
+149.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.1% |
| 7D | -1.5% | -5.3% | +3.7% | +0.7% |
| 30D | -14.8% | -6.4% | -8.4% | -12.5% |
| 3M | -9.3% | +5.7% | -15.0% | -12.2% |
| 6M | +27.4% | -0.9% | +28.3% | +26.9% |
| YTD | +77.6% | +8.2% | +69.4% | +68.2% |
| 1Y | +188.9% | +13.4% | +175.5% | +166.8% |
| 3Y | +202.3% | +68.5% | +133.8% | +119.6% |
| All | +247.2% | +97.9% | +149.3% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling