+262.0%
AMAT vs GNRC
-58.2%
+320.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.1% |
| 7D | +6.9% | +3.2% | +3.8% | +5.7% |
| 30D | -10.1% | -9.5% | -0.6% | -6.6% |
| 3M | -6.0% | -28.5% | +22.6% | +7.8% |
| 6M | +38.6% | -10.0% | +48.6% | +46.0% |
| YTD | +83.1% | +36.7% | +46.3% | +65.8% |
| 1Y | +188.3% | +2.6% | +185.8% | +186.0% |
| 3Y | +225.3% | +61.9% | +163.4% | +166.7% |
| 5Y | +262.0% | -59.0% | +321.0% | +309.8% |
| All | +262.0% | -58.2% | +320.1% | +309.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling