+119,660.7%
AMAT vs GFI
+539.2%
+119,121.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.1% |
| 7D | +7.0% | +2.2% | +4.7% | +6.8% |
| 30D | -20.6% | +2.2% | -22.8% | -20.7% |
| 3M | -24.8% | -4.6% | -20.1% | -24.7% |
| 6M | -10.7% | -16.7% | +6.0% | -10.1% |
| YTD | +54.3% | -9.5% | +63.7% | +54.5% |
| 1Y | +73.7% | -6.8% | +80.6% | +73.6% |
| 3Y | +168.4% | +223.7% | -55.3% | +150.0% |
| 5Y | +167.6% | +321.8% | -154.2% | +143.1% |
| 10Y | +1,425.2% | +1,354.1% | +71.1% | +1,182.8% |
| All | +119,660.7% | +539.2% | +119,121.5% | +103,012.8% |
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 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