-98.7%
AMC vs GPC
+85.6%
-184.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +2.6% |
| 7D | +2.6% | +1.6% | +1.0% | +2.0% |
| 30D | +9.0% | -2.1% | +11.1% | +9.9% |
| 3M | +22.2% | -6.8% | +29.0% | +26.2% |
| 6M | +91.5% | +18.6% | +72.9% | +71.7% |
| YTD | +101.3% | +2.7% | +98.6% | +92.2% |
| 1Y | +20.8% | +1.8% | +19.0% | +15.7% |
| 3Y | -71.3% | +1.1% | -72.4% | -73.5% |
| 5Y | -99.2% | +4.1% | -103.3% | -99.3% |
| All | -98.7% | +85.6% | -184.3% | -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