+228.1%
AMAT vs GFI
+317.3%
-89.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | +7.0% | +5.7% | +1.3% | +6.0% |
| 30D | -12.2% | +15.6% | -27.8% | -14.4% |
| 3M | -3.8% | +31.5% | -35.4% | -8.7% |
| 6M | +45.9% | -3.7% | +49.6% | +44.3% |
| YTD | +84.6% | +11.2% | +73.4% | +80.2% |
| 1Y | +193.4% | +36.4% | +157.0% | +180.8% |
| 3Y | +228.1% | +313.5% | -85.5% | +189.1% |
| All | +228.1% | +317.3% | -89.2% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling