-98.7%
AMC vs GPC
+93.7%
-192.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.1% |
| 7D | +6.6% | +0.8% | +5.7% | +6.3% |
| 30D | +14.1% | -1.1% | +15.2% | +14.5% |
| 3M | +31.3% | -6.6% | +37.9% | +35.6% |
| 6M | +126.7% | +22.2% | +104.4% | +100.3% |
| YTD | +117.9% | +5.1% | +112.9% | +105.9% |
| 1Y | +41.1% | +2.8% | +38.3% | +34.8% |
| 3Y | -61.0% | +2.4% | -63.3% | -64.1% |
| 5Y | -99.1% | +7.8% | -106.9% | -99.2% |
| 10Y | -98.7% | +87.2% | -185.9% | -99.1% |
| All | -98.7% | +93.7% | -192.4% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling