-99.2%
AMC vs GPC
+4.3%
-103.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | +12.5% | -6.3% | +18.8% | +16.2% |
| 3M | +23.6% | -8.2% | +31.7% | +28.9% |
| 6M | +144.4% | +27.1% | +117.3% | +107.6% |
| YTD | +108.3% | +3.1% | +105.2% | +96.2% |
| 1Y | +38.9% | +0.1% | +38.8% | +33.2% |
| 3Y | -58.9% | +0.2% | -59.1% | -63.2% |
| All | -99.2% | +4.3% | -103.6% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling