+154.1%
AMAT vs GIS
-34.9%
+188.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -4.4% |
| 7D | +19.3% | -8.1% | +27.4% | +15.3% |
| 30D | -17.9% | +5.3% | -23.3% | -15.5% |
| 3M | -30.4% | -10.5% | -19.9% | -32.2% |
| 6M | -11.4% | +1.8% | -13.3% | -8.8% |
| YTD | +48.8% | -22.9% | +71.7% | +43.9% |
| 1Y | +66.0% | -22.9% | +89.0% | +60.8% |
| 3Y | +158.8% | -40.5% | +199.3% | +140.7% |
| All | +154.1% | -34.9% | +188.9% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling