-5.4%
AMAT vs GD
+7.0%
-12.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -4.4% |
| 7D | -11.2% | +3.0% | -14.2% | -9.9% |
| 30D | -31.9% | +10.5% | -42.4% | -28.1% |
| 3M | -32.3% | -5.0% | -27.4% | -33.2% |
| 6M | -5.4% | +5.5% | -10.9% | -1.2% |
| All | -5.4% | +7.0% | -12.4% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling