+963.5%
AMAT vs GH
+446.7%
+516.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.3% |
| 7D | +11.4% | +0.6% | +10.8% | +11.3% |
| 30D | -17.0% | -6.9% | -10.1% | -15.4% |
| 3M | -30.6% | -4.9% | -25.7% | -29.9% |
| 6M | -14.9% | +54.1% | -69.0% | -23.0% |
| YTD | +44.7% | +48.5% | -3.8% | +30.9% |
| 1Y | +66.9% | +61.2% | +5.7% | +48.2% |
| 3Y | +153.3% | +570.3% | -417.1% | +51.8% |
| 5Y | +146.2% | +46.1% | +100.1% | +90.1% |
| All | +963.5% | +446.7% | +516.9% | +549.1% |
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