-98.8%
AMC vs GPC
+74.2%
-172.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +8.4% | -1.3% | +9.7% | +9.2% |
| 30D | +9.2% | -6.0% | +15.2% | +12.5% |
| 3M | +32.0% | -7.6% | +39.6% | +37.1% |
| 6M | +149.3% | +24.2% | +125.0% | +118.0% |
| YTD | +114.1% | +2.7% | +111.4% | +104.6% |
| 1Y | +35.8% | +0.2% | +35.6% | +31.5% |
| 3Y | -58.3% | -0.8% | -57.6% | -61.0% |
| 5Y | -99.2% | +4.4% | -103.6% | -99.2% |
| All | -98.8% | +74.2% | -172.9% | -99.2% |
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