+147.1%
AMAT vs GFI
+410.4%
-263.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.8% | +6.6% | +10.7% |
| 7D | -1.1% | +18.0% | -19.1% | -3.4% |
| 30D | -26.9% | +11.5% | -38.4% | -28.1% |
| 3M | -31.2% | +2.8% | -34.0% | -31.7% |
| 6M | -14.7% | -6.4% | -8.3% | -14.8% |
| YTD | +44.7% | -1.1% | +45.8% | +43.4% |
| 1Y | +62.0% | +10.8% | +51.1% | +58.6% |
| 3Y | +165.0% | +248.8% | -83.8% | +128.1% |
| 5Y | +147.1% | +407.7% | -260.6% | +112.3% |
| All | +147.1% | +410.4% | -263.3% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling