+1,162.1%
AMAT vs GS
+494.8%
+667.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | -14.7% | -3.2% | -11.5% | -12.4% |
| 30D | -36.1% | -2.4% | -33.7% | -34.6% |
| 3M | -36.9% | -15.7% | -21.1% | -28.3% |
| 6M | -22.2% | -6.8% | -15.4% | -17.4% |
| YTD | +29.9% | -0.1% | +30.0% | +31.4% |
| 1Y | +43.3% | +12.1% | +31.2% | +33.5% |
| 3Y | +142.7% | +185.8% | -43.1% | +13.7% |
| 5Y | +126.2% | +140.1% | -13.9% | +18.6% |
| All | +1,162.1% | +494.8% | +667.3% | +379.6% |
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