+188.9%
AMAT vs GFS
+37.2%
+151.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +3.4% |
| 7D | -1.5% | +1.0% | -2.5% | -2.1% |
| 30D | -14.8% | -8.6% | -6.2% | -10.8% |
| 3M | -9.3% | -46.5% | +37.3% | +29.1% |
| 6M | +27.4% | -4.8% | +32.2% | +38.0% |
| YTD | +77.6% | +29.7% | +47.9% | +64.1% |
| 1Y | +188.9% | +35.8% | +153.1% | +165.7% |
| All | +188.9% | +37.2% | +151.7% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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