+170.1%
AMAT vs GFS
-16.3%
+186.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.5% | +0.6% | +2.9% |
| 7D | +7.0% | +6.2% | +0.7% | +3.9% |
| 30D | -20.6% | -11.4% | -9.2% | -14.7% |
| 3M | -24.8% | -15.5% | -9.3% | -17.5% |
| 6M | -10.7% | -42.6% | +31.9% | +21.3% |
| YTD | +54.3% | +23.2% | +31.1% | +39.0% |
| 1Y | +73.7% | +23.6% | +50.1% | +56.1% |
| All | +170.1% | -16.3% | +186.4% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling