+1,162.1%
AMAT vs GPC
+85.6%
+1,076.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.8% |
| 7D | -14.7% | +1.6% | -16.3% | -15.4% |
| 30D | -36.1% | -2.1% | -34.0% | -35.8% |
| 3M | -36.9% | -6.8% | -30.1% | -35.3% |
| 6M | -22.2% | +18.6% | -40.8% | -31.0% |
| YTD | +29.9% | +2.7% | +27.3% | +21.6% |
| 1Y | +43.3% | +1.8% | +41.5% | +34.5% |
| 3Y | +142.7% | +1.1% | +141.6% | +115.2% |
| 5Y | +126.2% | +4.1% | +122.1% | +96.5% |
| All | +1,162.1% | +85.6% | +1,076.5% | +760.5% |
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