+154.9%
AMAT vs GFS
-17.5%
+172.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -2.0% | +0.8% |
| 7D | -14.7% | -7.8% | -6.9% | -10.5% |
| 30D | -36.1% | -19.7% | -16.4% | -27.8% |
| 3M | -36.9% | -23.1% | -13.7% | -27.5% |
| 6M | -22.2% | -46.4% | +24.2% | +9.0% |
| YTD | +29.9% | +11.0% | +18.9% | +22.1% |
| 1Y | +43.3% | +12.6% | +30.6% | +33.4% |
| 3Y | +142.7% | -24.9% | +167.6% | +164.0% |
| 5Y | +126.2% | -39.1% | +165.3% | +154.9% |
| All | +154.9% | -17.5% | +172.5% | +163.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling