+61.4%
AMAT vs GH
+80.5%
-19.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.7% | +0.4% | -2.4% |
| 7D | -11.2% | -7.7% | -3.5% | -9.5% |
| 30D | -31.9% | -10.0% | -21.9% | -30.4% |
| 3M | -32.3% | +5.5% | -37.8% | -33.2% |
| 6M | -5.4% | +84.9% | -90.3% | -17.3% |
| YTD | +44.3% | +65.0% | -20.8% | +29.6% |
| 1Y | +61.4% | +71.8% | -10.4% | +44.2% |
| All | +61.4% | +80.5% | -19.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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