-97.7%
AMC vs GPC
+122.9%
-220.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.6% | -10.9% | -11.7% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | +4.4% | -2.3% | +6.7% | +5.4% |
| 3M | +15.4% | -4.5% | +19.9% | +17.7% |
| 6M | +93.7% | +21.6% | +72.2% | +71.4% |
| YTD | +97.4% | +4.0% | +93.4% | +87.3% |
| 1Y | +23.2% | +3.5% | +19.7% | +17.1% |
| 3Y | -71.3% | +2.1% | -73.4% | -73.6% |
| 5Y | -99.3% | +5.5% | -104.7% | -99.3% |
| 10Y | -98.7% | +90.7% | -189.5% | -99.2% |
| All | -97.7% | +122.9% | -220.6% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling