-61.0%
AMC vs GPC
+2.3%
-63.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.5% |
| 7D | +6.6% | +0.8% | +5.7% | +6.4% |
| 30D | +14.1% | -1.1% | +15.2% | +14.3% |
| 3M | +31.3% | -6.6% | +37.9% | +34.2% |
| 6M | +126.7% | +22.2% | +104.4% | +106.5% |
| YTD | +117.9% | +5.1% | +112.9% | +107.1% |
| 1Y | +41.1% | +2.8% | +38.3% | +35.1% |
| 3Y | -61.0% | +2.4% | -63.3% | -65.8% |
| All | -61.0% | +2.3% | -63.3% | -65.8% |
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