+61.4%
AMAT vs GIS
-17.8%
+79.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.2% | -8.5% | +1.0% |
| 7D | -11.2% | +8.5% | -19.7% | -4.6% |
| 30D | -31.9% | +15.3% | -47.2% | -22.4% |
| 3M | -32.3% | +0.9% | -33.3% | -30.0% |
| 6M | -5.4% | +7.9% | -13.3% | +6.7% |
| YTD | +44.3% | -17.6% | +61.8% | +35.2% |
| 1Y | +61.4% | -17.4% | +78.7% | +53.2% |
| All | +61.4% | -17.8% | +79.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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