+137,736.4%
AMAT vs GPC
+2,341.8%
+135,394.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.8% |
| 30D | -14.8% | +5.1% | -19.9% | -17.5% |
| 3M | -9.3% | +41.5% | -50.8% | -28.5% |
| 6M | +27.4% | +21.8% | +5.6% | +9.3% |
| YTD | +77.6% | +14.6% | +63.0% | +55.2% |
| 1Y | +188.9% | +1.3% | +187.7% | +171.5% |
| 3Y | +202.3% | -1.4% | +203.7% | +171.4% |
| 5Y | +248.9% | +30.6% | +218.3% | +161.5% |
| 10Y | +1,585.2% | +80.6% | +1,504.6% | +862.1% |
| All | +137,736.4% | +2,341.8% | +135,394.6% | +16,509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling