+11,477.5%
AMD vs GPC
+2,341.8%
+9,135.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.0% |
| 7D | +2.6% | +1.2% | +1.4% | +1.8% |
| 30D | -0.9% | +6.0% | -6.9% | -4.4% |
| 3M | -8.7% | +42.6% | -51.3% | -28.6% |
| 6M | +136.3% | +22.8% | +113.6% | +101.9% |
| YTD | +123.0% | +15.5% | +107.5% | +94.7% |
| 1Y | +195.2% | +2.0% | +193.1% | +175.8% |
| 3Y | +336.3% | -1.4% | +337.8% | +294.5% |
| 5Y | +334.5% | +30.6% | +303.9% | +228.5% |
| 10Y | +6,259.1% | +80.6% | +6,178.5% | +3,332.9% |
| All | +11,477.5% | +2,341.8% | +9,135.7% | +1,271.1% |
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 2026-09-04: 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 2026-09-04 analysis · Full analysis span regression · 6 months rolling