+111,876.4%
AMAT vs GPC
+2,135.2%
+109,741.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.3% |
| 7D | -11.2% | +4.1% | -15.3% | -13.4% |
| 30D | -31.9% | +0.1% | -32.0% | -32.4% |
| 3M | -32.3% | -3.9% | -28.5% | -31.6% |
| 6M | -5.4% | +24.4% | -29.8% | -20.4% |
| YTD | +44.3% | +5.7% | +38.6% | +30.9% |
| 1Y | +61.4% | +6.8% | +54.6% | +45.2% |
| 3Y | +170.6% | +3.8% | +166.8% | +132.7% |
| 5Y | +156.4% | +9.2% | +147.2% | +113.0% |
| 10Y | +1,356.4% | +93.8% | +1,262.6% | +682.9% |
| All | +111,876.4% | +2,135.2% | +109,741.1% | +13,978.0% |
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 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