+182.2%
AMAT vs GIS
-19.0%
+201.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +2.3% |
| 7D | -1.5% | -7.8% | +6.3% | -7.7% |
| 30D | -14.8% | +6.6% | -21.4% | -9.7% |
| 3M | -9.3% | +21.0% | -30.2% | +7.8% |
| 6M | +27.4% | -9.1% | +36.5% | +26.3% |
| YTD | +77.6% | -13.6% | +91.2% | +71.9% |
| All | +182.2% | -19.0% | +201.2% | +167.5% |
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