+963.7%
AMAT vs GH
+472.2%
+491.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.2% | +6.1% | +10.2% |
| 7D | -1.1% | -7.0% | +5.9% | +0.7% |
| 30D | -26.9% | -5.2% | -21.7% | -25.8% |
| 3M | -31.2% | -5.8% | -25.4% | -30.4% |
| 6M | -14.7% | +65.9% | -80.6% | -24.0% |
| YTD | +44.7% | +55.5% | -10.8% | +29.6% |
| 1Y | +62.0% | +64.2% | -2.2% | +43.2% |
| 3Y | +165.0% | +606.0% | -441.1% | +56.8% |
| 5Y | +147.1% | +47.3% | +99.8% | +90.6% |
| All | +963.7% | +472.2% | +491.4% | +542.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling