+1,315.3%
AMAT vs GIS
-17.6%
+1,332.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.8% | +13.1% | +11.2% |
| 7D | -1.1% | +0.4% | -1.4% | -1.0% |
| 30D | -26.9% | +10.1% | -37.0% | -26.3% |
| 3M | -31.2% | -3.7% | -27.5% | -31.1% |
| 6M | -14.7% | +4.3% | -19.0% | -14.4% |
| YTD | +44.7% | -19.8% | +64.5% | +46.4% |
| 1Y | +62.0% | -20.5% | +82.4% | +63.8% |
| 3Y | +165.0% | -38.3% | +203.3% | +171.4% |
| 5Y | +147.1% | -32.2% | +179.3% | +143.4% |
| 10Y | +1,315.3% | -18.0% | +1,333.2% | +1,199.6% |
| All | +1,315.3% | -17.6% | +1,332.8% | +1,199.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling