+66.9%
AMAT vs GFI
-13.2%
+80.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | +11.4% | -8.7% | +20.1% | +14.2% |
| 30D | -17.0% | +0.6% | -17.6% | -17.4% |
| 3M | -30.6% | -7.5% | -23.1% | -29.9% |
| 6M | -14.9% | -18.3% | +3.4% | -12.0% |
| YTD | +44.7% | -13.8% | +58.5% | +48.6% |
| 1Y | +66.9% | -8.8% | +75.7% | +67.6% |
| All | +66.9% | -13.2% | +80.1% | +67.6% |
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