+1,587.5%
AMAT vs GS
+657.0%
+930.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +0.9% | -2.4% | -2.2% |
| 30D | -14.8% | -1.6% | -13.2% | -13.9% |
| 3M | -9.3% | -4.5% | -4.8% | -5.8% |
| 6M | +27.4% | +20.9% | +6.5% | +12.0% |
| YTD | +77.6% | +19.9% | +57.7% | +56.7% |
| 1Y | +188.9% | +41.4% | +147.5% | +126.2% |
| 3Y | +202.3% | +239.2% | -36.9% | +24.0% |
| 5Y | +248.9% | +185.0% | +63.9% | +60.4% |
| All | +1,587.5% | +657.0% | +930.4% | +311.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling