+214.0%
AMAT vs GNRC
+61.5%
+152.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.2% |
| 7D | -1.5% | +1.9% | -3.4% | -2.3% |
| 30D | -14.8% | -13.8% | -1.0% | -9.0% |
| 3M | -9.3% | -32.6% | +23.4% | +9.0% |
| 6M | +27.4% | -15.2% | +42.6% | +39.3% |
| YTD | +77.6% | +37.4% | +40.2% | +61.7% |
| 1Y | +188.9% | +5.1% | +183.8% | +187.3% |
| All | +214.0% | +61.5% | +152.5% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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