+203.0%
AMAT vs GTLB
+0.5%
+202.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +4.2% |
| 7D | -1.5% | +11.1% | -12.6% | -2.6% |
| 30D | -14.8% | +37.8% | -52.6% | -18.0% |
| 3M | -9.3% | +61.6% | -70.8% | -14.7% |
| 6M | +27.4% | +98.9% | -71.5% | +14.8% |
| YTD | +77.6% | +32.8% | +44.8% | +72.2% |
| 1Y | +188.9% | +14.7% | +174.3% | +187.0% |
| All | +203.0% | +0.5% | +202.6% | +193.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling