+106.4%
AMCR vs GPC
+229.7%
-123.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | -1.9% | +1.2% | -3.1% | -2.3% |
| 30D | -4.1% | +6.0% | -10.1% | -6.0% |
| 3M | +21.7% | +42.6% | -20.9% | +7.4% |
| 6M | +1.5% | +22.8% | -21.3% | -5.8% |
| YTD | +13.1% | +15.5% | -2.3% | +6.6% |
| 1Y | +16.5% | +2.0% | +14.5% | +14.3% |
| 3Y | +10.3% | -1.4% | +11.7% | +6.9% |
| 5Y | -7.7% | +30.6% | -38.3% | -18.4% |
| 10Y | +24.6% | +80.6% | -56.0% | -6.2% |
| All | +106.4% | +229.7% | -123.2% | +50.4% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling