+334.4%
AMD vs GPC
+1.3%
+333.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.6% | +13.2% | +14.5% |
| 7D | +6.5% | +0.4% | +6.1% | +6.5% |
| 30D | -15.3% | -1.8% | -13.5% | -15.1% |
| 3M | +9.7% | -6.6% | +16.3% | +10.9% |
| 6M | +13.2% | +21.3% | -8.1% | +5.6% |
| YTD | +140.6% | +4.3% | +136.3% | +131.1% |
| 1Y | +111.2% | +3.3% | +107.9% | +103.2% |
| 3Y | +334.4% | +0.8% | +333.7% | +301.9% |
| All | +334.4% | +1.3% | +333.1% | +301.9% |
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 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