+331.1%
AMD vs GPC
-1.1%
+332.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.5% |
| 7D | +2.6% | +1.2% | +1.4% | +2.3% |
| 30D | -0.9% | +6.0% | -6.9% | -2.1% |
| 3M | -8.7% | +42.6% | -51.3% | -17.8% |
| 6M | +136.3% | +22.8% | +113.6% | +121.6% |
| YTD | +123.0% | +15.5% | +107.5% | +110.5% |
| 1Y | +195.2% | +2.0% | +193.1% | +189.0% |
| All | +331.1% | -1.1% | +332.2% | +299.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling