+73.7%
AMAT vs GH
+59.9%
+13.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.4% | +6.2% |
| 7D | +7.0% | -8.2% | +15.1% | +9.7% |
| 30D | -20.6% | -4.9% | -15.7% | -18.8% |
| 3M | -24.8% | -6.2% | -18.5% | -23.2% |
| 6M | -10.7% | +60.0% | -70.8% | -19.4% |
| YTD | +54.3% | +51.5% | +2.7% | +41.3% |
| 1Y | +73.7% | +58.4% | +15.3% | +57.3% |
| All | +73.7% | +59.9% | +13.8% | +57.3% |
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