+137,736.4%
AMAT vs GFI
+688.7%
+137,047.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.4% |
| 7D | -1.5% | +3.1% | -4.6% | -1.7% |
| 30D | -14.8% | +27.1% | -41.9% | -16.0% |
| 3M | -9.3% | +21.2% | -30.4% | -10.4% |
| 6M | +27.4% | -4.5% | +31.9% | +27.3% |
| YTD | +77.6% | +11.7% | +65.8% | +75.9% |
| 1Y | +188.9% | +46.0% | +142.9% | +182.1% |
| 3Y | +202.3% | +309.6% | -107.3% | +177.9% |
| 5Y | +248.9% | +506.0% | -257.1% | +211.4% |
| 10Y | +1,585.2% | +1,009.2% | +576.0% | +1,329.8% |
| All | +137,736.4% | +688.7% | +137,047.7% | +117,318.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling