+1,616.4%
AMAT vs GWRE
+131.0%
+1,485.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | +0.4% | -13.2% | +13.6% | +5.1% |
| 30D | -16.6% | -18.6% | +1.9% | -12.7% |
| 3M | -17.3% | +18.9% | -36.2% | -28.3% |
| 6M | +30.3% | -11.0% | +41.3% | +23.2% |
| YTD | +78.3% | -29.9% | +108.2% | +86.2% |
| 1Y | +169.8% | -44.3% | +214.1% | +216.1% |
| 3Y | +218.5% | +51.7% | +166.9% | +94.3% |
| 5Y | +247.7% | +15.4% | +232.2% | +141.3% |
| All | +1,616.4% | +131.0% | +1,485.4% | +671.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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