+156.4%
AMAT vs GD
+101.6%
+54.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.2% |
| 7D | -11.2% | +3.0% | -14.2% | -12.3% |
| 30D | -31.9% | +10.5% | -42.4% | -34.7% |
| 3M | -32.3% | -5.0% | -27.4% | -31.0% |
| 6M | -5.4% | +5.5% | -10.9% | -8.7% |
| YTD | +44.3% | +10.3% | +33.9% | +35.0% |
| 1Y | +61.4% | +8.2% | +53.2% | +52.7% |
| 3Y | +170.6% | +59.0% | +111.6% | +102.6% |
| 5Y | +156.4% | +104.3% | +52.2% | +55.9% |
| All | +156.4% | +101.6% | +54.8% | +55.9% |
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