+1,321.9%
AMAT vs GPN
+39.9%
+1,282.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -4.7% |
| 7D | +11.4% | -5.6% | +17.0% | +13.9% |
| 30D | -17.0% | +13.6% | -30.7% | -23.5% |
| 3M | -30.6% | -2.8% | -27.8% | -31.3% |
| 6M | -14.9% | +38.1% | -53.0% | -31.7% |
| YTD | +44.7% | +19.9% | +24.8% | +22.0% |
| 1Y | +66.9% | +23.4% | +43.5% | +38.3% |
| 3Y | +153.3% | -12.6% | +165.9% | +139.2% |
| 5Y | +146.2% | -26.6% | +172.8% | +149.4% |
| All | +1,321.9% | +39.9% | +1,282.0% | +799.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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