+268.9%
AMAT vs GPN
-41.5%
+310.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.3% | +5.1% |
| 7D | +7.0% | -0.7% | +7.7% | +7.2% |
| 30D | -12.2% | +3.8% | -16.0% | -13.6% |
| 3M | -3.8% | +39.2% | -43.0% | -16.4% |
| 6M | +45.9% | +17.9% | +28.1% | +33.9% |
| YTD | +84.6% | +16.4% | +68.3% | +68.6% |
| 1Y | +193.4% | +3.6% | +189.7% | +180.2% |
| 3Y | +228.1% | -26.7% | +254.8% | +254.1% |
| 5Y | +268.9% | -44.8% | +313.7% | +318.2% |
| All | +268.9% | -41.5% | +310.4% | +318.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling