-98.1%
AMC vs GPC
+147.3%
-245.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.8% |
| 7D | +2.3% | +1.2% | +1.1% | +1.7% |
| 30D | -0.7% | +6.0% | -6.7% | -3.7% |
| 3M | +35.2% | +42.6% | -7.4% | +10.3% |
| 6M | +124.6% | +22.8% | +101.8% | +98.7% |
| YTD | +69.9% | +15.5% | +54.4% | +53.2% |
| 1Y | -2.6% | +2.0% | -4.6% | -6.1% |
| 3Y | -79.8% | -1.4% | -78.3% | -80.9% |
| 5Y | -99.4% | +30.6% | -130.0% | -99.5% |
| 10Y | -98.9% | +80.6% | -179.5% | -99.3% |
| All | -98.1% | +147.3% | -245.3% | -98.9% |
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