+167.6%
AMAT vs GH
+48.9%
+118.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.4% | +6.1% |
| 7D | +7.0% | -8.2% | +15.1% | +9.1% |
| 30D | -20.6% | -4.9% | -15.7% | -19.5% |
| 3M | -24.8% | -6.2% | -18.5% | -23.8% |
| 6M | -10.7% | +60.0% | -70.8% | -19.4% |
| YTD | +54.3% | +51.5% | +2.7% | +39.8% |
| 1Y | +73.7% | +58.4% | +15.3% | +55.9% |
| 3Y | +168.4% | +617.2% | -448.8% | +62.6% |
| 5Y | +167.6% | +47.0% | +120.5% | +102.2% |
| All | +167.6% | +48.9% | +118.7% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling