+192.4%
AMAT vs GTLB
-49.4%
+241.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -2.9% |
| 7D | +11.4% | -0.7% | +12.1% | +11.5% |
| 30D | -17.0% | -10.2% | -6.8% | -15.4% |
| 3M | -30.6% | +10.1% | -40.7% | -32.0% |
| 6M | -14.9% | +116.5% | -131.4% | -27.4% |
| YTD | +44.7% | +27.2% | +17.5% | +34.8% |
| 1Y | +66.9% | +8.6% | +58.3% | +60.1% |
| 3Y | +153.3% | +5.6% | +147.7% | +132.7% |
| 5Y | +146.2% | -61.8% | +208.1% | +131.8% |
| All | +192.4% | -49.4% | +241.7% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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