+188.9%
AMAT vs GFI
+45.3%
+143.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.8% |
| 7D | -1.5% | +3.1% | -4.6% | -2.5% |
| 30D | -14.8% | +27.1% | -41.9% | -20.8% |
| 3M | -9.3% | +21.2% | -30.4% | -15.3% |
| 6M | +27.4% | -4.5% | +31.9% | +25.6% |
| YTD | +77.6% | +11.7% | +65.8% | +69.6% |
| 1Y | +188.9% | +46.0% | +142.9% | +170.8% |
| All | +188.9% | +45.3% | +143.7% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling