+816.4%
AMAT vs GH
+452.9%
+363.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.0% | -4.6% | -11.6% |
| 7D | -24.3% | -17.2% | -7.1% | -21.0% |
| 30D | -39.8% | -10.1% | -29.7% | -38.2% |
| 3M | -40.2% | -6.0% | -34.2% | -39.5% |
| 6M | -22.1% | +71.4% | -93.5% | -31.1% |
| YTD | +24.7% | +50.2% | -25.5% | +12.4% |
| 1Y | +33.3% | +61.4% | -28.2% | +18.2% |
| 3Y | +133.9% | +435.2% | -301.3% | +47.2% |
| 5Y | +117.1% | +39.2% | +77.8% | +69.4% |
| All | +816.4% | +452.9% | +363.5% | +457.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling