-80.6%
AMC vs GPC
-1.1%
-79.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.9% |
| 7D | +2.3% | +1.2% | +1.1% | +1.9% |
| 30D | -0.7% | +6.0% | -6.7% | -2.8% |
| 3M | +35.2% | +42.6% | -7.4% | +16.5% |
| 6M | +124.6% | +22.8% | +101.8% | +104.9% |
| YTD | +69.9% | +15.5% | +54.4% | +56.5% |
| 1Y | -2.6% | +2.0% | -4.6% | -5.9% |
| All | -80.6% | -1.1% | -79.5% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling