+147.1%
AMAT vs GFS
-25.2%
+172.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.2% |
| 7D | +11.4% | +7.4% | +4.0% | +7.2% |
| 30D | -17.0% | -15.3% | -1.8% | -8.6% |
| 3M | -30.6% | -21.1% | -9.5% | -21.0% |
| 6M | -14.9% | -44.5% | +29.5% | +17.5% |
| YTD | +44.7% | +19.2% | +25.5% | +30.6% |
| 1Y | +66.9% | +27.2% | +39.6% | +45.3% |
| 3Y | +153.3% | -20.1% | +173.4% | +166.9% |
| All | +147.1% | -25.2% | +172.3% | +165.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling