-98.7%
AMC vs GPC
+85.0%
-183.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | +5.5% | +0.4% | +5.1% | +5.5% |
| 30D | +16.1% | -1.8% | +17.9% | +17.0% |
| 3M | +43.0% | -6.6% | +49.6% | +47.6% |
| 6M | +130.7% | +21.3% | +109.3% | +104.6% |
| YTD | +121.8% | +4.3% | +117.5% | +110.3% |
| 1Y | +40.7% | +3.3% | +37.4% | +34.0% |
| 3Y | -56.8% | +0.8% | -57.6% | -59.9% |
| 5Y | -99.1% | +7.4% | -106.5% | -99.2% |
| 10Y | -98.7% | +79.2% | -177.9% | -99.1% |
| All | -98.7% | +85.0% | -183.7% | -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