+1,587.5%
AMAT vs GPC
+80.7%
+1,506.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -14.8% | +6.0% | -20.8% | -17.3% |
| 3M | -9.3% | +42.6% | -51.9% | -25.7% |
| 6M | +27.4% | +22.8% | +4.6% | +12.1% |
| YTD | +77.6% | +15.5% | +62.1% | +58.5% |
| 1Y | +188.9% | +2.0% | +186.9% | +175.0% |
| 3Y | +202.3% | -1.4% | +203.7% | +178.4% |
| 5Y | +248.9% | +30.6% | +218.3% | +170.8% |
| All | +1,587.5% | +80.7% | +1,506.7% | +977.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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