+855.1%
AMAT vs GH
+443.7%
+411.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.6% |
| 7D | -14.7% | -15.6% | +0.9% | -11.4% |
| 30D | -36.1% | -10.4% | -25.7% | -34.4% |
| 3M | -36.9% | -4.3% | -32.6% | -36.4% |
| 6M | -22.2% | +63.5% | -85.7% | -30.5% |
| YTD | +29.9% | +47.7% | -17.8% | +17.6% |
| 1Y | +43.3% | +56.7% | -13.5% | +27.9% |
| 3Y | +142.7% | +443.9% | -301.2% | +52.1% |
| 5Y | +126.2% | +36.9% | +89.3% | +77.1% |
| All | +855.1% | +443.7% | +411.4% | +483.2% |
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 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