+129,057.6%
KLAC vs GPC
+2,081.1%
+126,976.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | +10.0% | +0.4% | +9.5% | +9.8% |
| 30D | -14.8% | -6.3% | -8.5% | -11.9% |
| 3M | -27.2% | -8.2% | -19.0% | -24.1% |
| 6M | -17.5% | +27.1% | -44.5% | -31.0% |
| YTD | +25.8% | +3.1% | +22.7% | +16.6% |
| 1Y | +31.8% | +0.1% | +31.8% | +24.2% |
| 3Y | +195.3% | +0.2% | +195.1% | +161.4% |
| 5Y | +285.9% | +4.9% | +281.1% | +231.3% |
| 10Y | +2,247.6% | +75.2% | +2,172.4% | +1,264.1% |
| All | +129,057.6% | +2,081.1% | +126,976.5% | +21,288.7% |
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