+137.9%
AMAT vs GPN
-8.6%
+146.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +3.8% |
| 7D | -14.7% | +0.6% | -15.3% | -14.8% |
| 30D | -36.1% | +20.1% | -56.2% | -38.2% |
| 3M | -36.9% | +11.4% | -48.2% | -38.3% |
| 6M | -22.2% | +40.8% | -63.0% | -29.2% |
| YTD | +29.9% | +27.1% | +2.8% | +20.7% |
| 1Y | +43.3% | +29.2% | +14.1% | +32.2% |
| All | +137.9% | -8.6% | +146.5% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling