+185.4%
AMAT vs GFS
-13.3%
+198.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -2.5% | -5.3% | +2.8% | +1.0% |
| 30D | -26.5% | -15.8% | -10.7% | -19.0% |
| 3M | -28.6% | -18.6% | -9.9% | -20.2% |
| 6M | -14.2% | -45.0% | +30.7% | +18.5% |
| YTD | +45.5% | +16.8% | +28.7% | +33.1% |
| 1Y | +59.3% | +17.8% | +41.6% | +45.0% |
| 3Y | +153.1% | -21.5% | +174.6% | +169.4% |
| 5Y | +158.2% | -29.3% | +187.5% | +176.3% |
| All | +185.4% | -13.3% | +198.7% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling