+258.8%
AMAT vs GTLB
-47.1%
+306.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +4.1% |
| 7D | -1.5% | +11.1% | -12.6% | -3.3% |
| 30D | -14.8% | +37.8% | -52.6% | -19.7% |
| 3M | -9.3% | +61.6% | -70.8% | -17.5% |
| 6M | +27.4% | +98.9% | -71.5% | +9.6% |
| YTD | +77.6% | +32.8% | +44.8% | +64.4% |
| 1Y | +188.9% | +14.7% | +174.3% | +173.7% |
| 3Y | +202.3% | +1.3% | +200.9% | +179.8% |
| All | +258.8% | -47.1% | +306.0% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling