+2,896.3%
KLAC vs GPN
+28.5%
+2,867.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.7% | -4.3% | +1.7% | -0.6% |
| 30D | -13.2% | 0.0% | -13.2% | -13.5% |
| 3M | -25.0% | +35.8% | -60.8% | -37.6% |
| 6M | +23.6% | +22.0% | +1.6% | +7.5% |
| YTD | +49.2% | +15.2% | +34.0% | +31.4% |
| 1Y | +89.3% | +3.5% | +85.8% | +75.6% |
| 3Y | +274.4% | -26.9% | +301.3% | +303.3% |
| 5Y | +440.9% | -44.2% | +485.2% | +562.3% |
| All | +2,896.3% | +28.5% | +2,867.8% | +2,216.9% |
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