+137,736.4%
AMAT vs GIS
+1,507.8%
+136,228.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.9% |
| 7D | -1.5% | -7.8% | +6.3% | +0.5% |
| 30D | -14.8% | +6.6% | -21.4% | -16.4% |
| 3M | -9.3% | +21.0% | -30.2% | -15.0% |
| 6M | +27.4% | -9.1% | +36.5% | +28.7% |
| YTD | +77.6% | -13.6% | +91.2% | +80.8% |
| 1Y | +188.9% | -18.0% | +207.0% | +197.1% |
| 3Y | +202.3% | -33.7% | +236.0% | +223.1% |
| 5Y | +248.9% | -19.4% | +268.3% | +239.2% |
| 10Y | +1,585.2% | -21.3% | +1,606.5% | +1,492.1% |
| All | +137,736.4% | +1,507.8% | +136,228.6% | +31,254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling