+203.0%
AMAT vs GPC
-1.1%
+204.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.2% |
| 7D | -1.5% | +1.2% | -2.7% | -1.7% |
| 30D | -14.8% | +6.0% | -20.8% | -15.6% |
| 3M | -9.3% | +42.6% | -51.9% | -16.3% |
| 6M | +27.4% | +22.8% | +4.6% | +21.3% |
| YTD | +77.6% | +15.5% | +62.1% | +69.3% |
| 1Y | +188.9% | +2.0% | +186.9% | +184.6% |
| All | +203.0% | -1.1% | +204.1% | +186.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling