+188.9%
AMAT vs GS
+44.3%
+144.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +0.9% | -2.4% | -2.4% |
| 30D | -14.8% | -1.6% | -13.2% | -13.7% |
| 3M | -9.3% | -4.5% | -4.8% | -5.6% |
| 6M | +27.4% | +20.9% | +6.5% | +9.9% |
| YTD | +77.6% | +19.9% | +57.7% | +54.1% |
| 1Y | +188.9% | +41.4% | +147.5% | +135.9% |
| All | +188.9% | +44.3% | +144.6% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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