+117.1%
AMAT vs GPC
+6.4%
+110.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.6% | -12.0% | -13.1% |
| 7D | -24.3% | +1.7% | -26.0% | -24.7% |
| 30D | -39.8% | -2.3% | -37.5% | -39.5% |
| 3M | -40.2% | -4.5% | -35.7% | -39.6% |
| 6M | -22.1% | +21.6% | -43.7% | -30.0% |
| YTD | +24.7% | +4.0% | +20.6% | +17.3% |
| 1Y | +33.3% | +3.5% | +29.8% | +25.5% |
| 3Y | +133.9% | +2.1% | +131.7% | +103.6% |
| 5Y | +117.1% | +5.5% | +111.6% | +63.5% |
| All | +117.1% | +6.4% | +110.6% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling